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Qualitätsmerkmale Market Making
| Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
|---|---|---|---|---|---|---|---|---|---|---|---|
| - | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | - | - |
| 18.11.2021 | 14.94% | 0.09 | 0.12 | 118'000 | 118'000 | 118'000 | 118'000 | 18'281 | 21'231 | 12.52% | 12.52% |
| 17.11.2021 | 3.25% | 0.21 | 0.22 | 235'000 | 235'000 | 220'057 | 220'057 | 73'642 | 75'994 | 99.66% | 99.66% |
| 16.11.2021 | 2.24% | 0.50 | 0.51 | 235'000 | 235'000 | 220'029 | 220'029 | 110'774 | 113'125 | 99.48% | 99.48% |
| 15.11.2021 | 2.03% | 0.45 | 0.46 | 235'000 | 235'000 | 220'108 | 220'108 | 121'078 | 123'429 | 100.00% | 100.00% |
| 12.11.2021 | 1.40% | 0.59 | 0.60 | 235'000 | 235'000 | 220'104 | 220'104 | 177'979 | 180'331 | 100.00% | 100.00% |
| 11.11.2021 | 1.10% | 0.94 | 0.95 | 235'000 | 235'000 | 220'105 | 220'105 | 223'597 | 225'948 | 100.00% | 100.00% |
| 10.11.2021 | 1.03% | 1.10 | 1.11 | 235'000 | 235'000 | 219'960 | 219'960 | 238'896 | 241'247 | 99.05% | 99.05% |
| 09.11.2021 | 0.90% | 1.20 | 1.21 | 235'000 | 235'000 | 220'093 | 220'093 | 275'371 | 277'722 | 99.95% | 99.95% |
| 08.11.2021 | 1.00% | 1.18 | 1.19 | 235'000 | 235'000 | 220'106 | 220'106 | 246'151 | 248'502 | 100.00% | 100.00% |
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