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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 | - | - |
| 13.03.2020 | 0.66% | 1.18 | 1.50 | 33'333 | 100'000 | 100'000 | 100'000 | 151'160 | 152'160 | 45.44% | 67.23% |
| 12.03.2020 | 0.51% | 0.99 | 1.42 | 100'000 | 100'000 | 100'000 | 100'000 | 197'258 | 198'258 | 52.17% | 73.84% |
| 11.03.2020 | 0.53% | 3.78 | 3.80 | 50'000 | 50'000 | 75'931 | 75'931 | 298'898 | 300'463 | 100.00% | 100.00% |
| 10.03.2020 | 0.24% | 3.83 | 3.84 | 100'000 | 100'000 | 100'000 | 100'000 | 423'729 | 424'729 | 99.89% | 99.89% |
| 09.03.2020 | 0.58% | 4.18 | 4.20 | 50'000 | 50'000 | 50'000 | 50'000 | 201'678 | 202'852 | 30.95% | 30.95% |
| 06.03.2020 | 0.19% | 5.18 | 5.19 | 100'000 | 100'000 | 100'000 | 100'000 | 517'637 | 518'637 | 99.97% | 99.97% |
| 05.03.2020 | 0.16% | 6.16 | 6.17 | 100'000 | 100'000 | 100'000 | 100'000 | 614'526 | 615'526 | 98.37% | 98.37% |
| 04.03.2020 | 0.16% | 6.10 | 6.11 | 100'000 | 100'000 | 100'000 | 100'000 | 610'240 | 611'240 | 100.00% | 100.00% |
| 03.03.2020 | 0.16% | 6.03 | 6.04 | 100'000 | 100'000 | 100'000 | 100'000 | 631'711 | 632'711 | 100.00% | 100.00% |
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