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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 | - | - |
| 11.03.2020 | 25.68% | 0.09 | 0.12 | 100'000 | 100'000 | 100'000 | 100'000 | 11'106 | 14'214 | 98.71% | 98.71% |
| 10.03.2020 | 19.44% | 0.10 | 0.13 | 100'000 | 100'000 | 100'000 | 100'000 | 15'111 | 18'217 | 92.43% | 92.43% |
| 09.03.2020 | 43.72% | 0.06 | 0.09 | 100'000 | 100'000 | 100'000 | 100'000 | 5'888 | 8'995 | 58.42% | 58.42% |
| 06.03.2020 | 10.84% | 0.27 | 0.30 | 100'000 | 100'000 | 100'000 | 100'000 | 27'371 | 30'497 | 95.84% | 95.84% |
| 05.03.2020 | 8.01% | 0.37 | 0.40 | 100'000 | 100'000 | 100'000 | 100'000 | 36'966 | 40'041 | 83.19% | 83.19% |
| 04.03.2020 | 6.64% | 0.43 | 0.46 | 100'000 | 100'000 | 100'000 | 100'000 | 45'399 | 48'512 | 99.84% | 99.84% |
| 03.03.2020 | 6.05% | 0.45 | 0.48 | 100'000 | 100'000 | 100'000 | 100'000 | 49'798 | 52'899 | 94.15% | 94.15% |
| 02.03.2020 | 6.87% | 0.47 | 0.50 | 100'000 | 100'000 | 100'000 | 100'000 | 44'116 | 47'233 | 100.00% | 100.00% |
| 28.02.2020 | 6.16% | 0.48 | 0.51 | 100'000 | 100'000 | 100'900 | 100'900 | 49'198 | 52'302 | 94.51% | 94.51% |
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