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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 | - | - |
| 16.10.2019 | 3.93% | 0.22 | 0.26 | 750'000 | 750'000 | 749'943 | 749'801 | 211'375 | 219'478 | 93.64% | 93.64% |
| 15.10.2019 | 1.99% | 0.27 | 0.28 | 750'000 | 750'000 | 749'958 | 749'970 | 390'849 | 398'359 | 94.89% | 94.89% |
| 14.10.2019 | 1.30% | 0.67 | 0.68 | 750'000 | 750'000 | 750'000 | 749'990 | 576'575 | 584'068 | 95.51% | 95.51% |
| 11.10.2019 | 1.11% | 0.74 | 0.75 | 750'000 | 750'000 | 749'999 | 750'000 | 681'096 | 688'597 | 95.86% | 95.86% |
| 10.10.2019 | 0.66% | 1.34 | 1.35 | 750'000 | 750'000 | 750'000 | 750'000 | 1'140'850 | 1'148'350 | 97.87% | 97.87% |
| 09.10.2019 | 0.64% | 1.57 | 1.58 | 750'000 | 750'000 | 750'000 | 750'000 | 1'170'240 | 1'177'740 | 96.35% | 96.35% |
| 08.10.2019 | 0.58% | 1.73 | 1.74 | 750'000 | 750'000 | 750'000 | 750'000 | 1'298'420 | 1'305'920 | 95.93% | 95.93% |
| 07.10.2019 | 0.60% | 1.55 | 1.56 | 750'000 | 750'000 | 750'000 | 750'000 | 1'253'670 | 1'261'170 | 98.65% | 98.65% |
| 04.10.2019 | 0.53% | 1.78 | 1.79 | 750'000 | 750'000 | 750'000 | 750'000 | 1'405'170 | 1'412'670 | 99.24% | 99.24% |
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