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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 | - | - |
| 20.12.2019 | 1.38% | 1.43 | 1.45 | 100'000 | 100'000 | 100'000 | 100'000 | 143'823 | 145'823 | 64.75% | 64.75% |
| 19.12.2019 | 1.44% | 1.42 | 1.44 | 100'000 | 100'000 | 100'000 | 100'000 | 138'378 | 140'378 | 100.00% | 100.00% |
| 18.12.2019 | 1.39% | 1.41 | 1.43 | 100'000 | 100'000 | 100'000 | 100'000 | 143'183 | 145'183 | 91.79% | 91.79% |
| 17.12.2019 | 1.53% | 1.34 | 1.36 | 100'000 | 100'000 | 100'000 | 100'000 | 129'585 | 131'585 | 28.92% | 28.92% |
| 16.12.2019 | 1.63% | 1.23 | 1.25 | 100'000 | 100'000 | 100'000 | 100'000 | 121'967 | 123'967 | 36.50% | 36.50% |
| 13.12.2019 | 1.76% | 1.12 | 1.14 | 100'000 | 100'000 | 100'000 | 100'000 | 112'510 | 114'510 | 54.19% | 54.19% |
| 12.12.2019 | 1.76% | 1.13 | 1.15 | 100'000 | 100'000 | 100'000 | 100'000 | 112'890 | 114'890 | 59.88% | 59.88% |
| 11.12.2019 | 1.81% | 1.10 | 1.12 | 100'000 | 100'000 | 100'000 | 100'000 | 109'229 | 111'229 | 62.49% | 62.49% |
| 10.12.2019 | 1.91% | 1.08 | 1.10 | 100'000 | 100'000 | 100'000 | 100'000 | 103'805 | 105'805 | 67.47% | 67.47% |
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