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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 | - | - |
| 01.11.2019 | 2.12% | 0.43 | 0.44 | 750'000 | 750'000 | 750'000 | 750'000 | 356'204 | 363'704 | 97.16% | 97.16% |
| 31.10.2019 | 1.67% | 0.60 | 0.61 | 750'000 | 750'000 | 750'000 | 750'000 | 449'635 | 457'135 | 99.40% | 99.40% |
| 30.10.2019 | 1.77% | 0.57 | 0.58 | 750'000 | 750'000 | 750'000 | 749'981 | 420'767 | 428'257 | 99.56% | 99.56% |
| 29.10.2019 | 1.92% | 0.49 | 0.50 | 750'000 | 750'000 | 750'000 | 750'000 | 388'620 | 396'120 | 98.87% | 98.87% |
| 28.10.2019 | 2.07% | 0.46 | 0.47 | 750'000 | 750'000 | 749'914 | 749'972 | 362'063 | 369'582 | 100.00% | 100.00% |
| 25.10.2019 | 1.45% | 0.61 | 0.62 | 750'000 | 750'000 | 750'000 | 750'000 | 512'596 | 520'096 | 100.00% | 100.00% |
| 24.10.2019 | 1.51% | 0.64 | 0.65 | 750'000 | 750'000 | 750'000 | 750'000 | 492'464 | 499'964 | 93.94% | 93.94% |
| 23.10.2019 | 1.12% | 0.84 | 0.85 | 750'000 | 750'000 | 750'000 | 750'000 | 666'670 | 674'170 | 98.86% | 98.86% |
| 22.10.2019 | 1.11% | 0.90 | 0.91 | 750'000 | 750'000 | 750'000 | 750'000 | 670'195 | 677'695 | 99.67% | 99.67% |
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