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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 | 1.22% | 0.91 | 1.51 | 60'000 | 20'000 | 39'409 | 11'455 | 64'070 | 18'871 | 21.30% | 70.62% |
| 12.03.2020 | 1.20% | 0.73 | 1.20 | 70'000 | 20'000 | 33'795 | 11'404 | 55'850 | 18'802 | 65.41% | 82.78% |
| 11.03.2020 | 0.48% | 3.42 | 3.44 | 20'000 | 20'000 | 22'604 | 16'868 | 78'268 | 58'543 | 99.95% | 99.95% |
| 10.03.2020 | 0.26% | 3.43 | 3.44 | 100'000 | 100'000 | 68'886 | 68'886 | 256'019 | 256'708 | 89.76% | 89.76% |
| 09.03.2020 | 0.27% | 3.71 | 3.66 | 25'000 | 50'000 | 50'000 | 50'000 | 181'870 | 182'370 | 22.59% | 50.16% |
| 06.03.2020 | 0.20% | 4.89 | 4.90 | 100'000 | 100'000 | 60'250 | 60'250 | 294'893 | 295'496 | 98.65% | 98.65% |
| 05.03.2020 | 0.17% | 6.18 | 6.19 | 100'000 | 100'000 | 60'352 | 60'352 | 363'653 | 364'257 | 84.21% | 84.21% |
| 04.03.2020 | 0.17% | 6.00 | 6.01 | 100'000 | 100'000 | 60'634 | 60'634 | 364'687 | 365'294 | 99.75% | 99.75% |
| 03.03.2020 | 0.16% | 6.10 | 6.11 | 100'000 | 100'000 | 58'871 | 58'871 | 371'814 | 372'403 | 75.74% | 75.74% |
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