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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 | - | - |
| 18.12.2020 | 65.83% | 0.02 | 0.04 | 60'000 | 60'000 | 60'000 | 60'000 | 1'284 | 2'484 | 96.38% | 96.38% |
| 17.12.2020 | 49.58% | 0.04 | 0.06 | 75'000 | 75'000 | 75'000 | 75'000 | 2'361 | 3'861 | 97.72% | 97.72% |
| 16.12.2020 | 105.99% | 0.02 | 0.04 | 60'000 | 60'000 | 60'000 | 60'000 | 639 | 1'922 | 95.22% | 95.22% |
| 15.12.2020 | 17.29% | 0.06 | 0.08 | 45'000 | 45'000 | 45'000 | 45'000 | 4'963 | 5'863 | 98.03% | 98.03% |
| 14.12.2020 | 13.21% | 0.14 | 0.16 | 45'000 | 45'000 | 45'000 | 45'000 | 6'382 | 7'282 | 93.29% | 93.29% |
| 11.12.2020 | 15.11% | 0.14 | 0.17 | 50'000 | 50'000 | 50'000 | 50'000 | 6'163 | 7'163 | 98.67% | 98.67% |
| 10.12.2020 | 14.59% | 0.13 | 0.14 | 55'000 | 55'000 | 55'000 | 55'000 | 7'012 | 8'112 | 94.43% | 94.43% |
| 09.12.2020 | 19.06% | 0.12 | 0.14 | 70'000 | 70'000 | 70'000 | 70'000 | 6'791 | 8'191 | 98.36% | 98.36% |
| 08.12.2020 | 28.97% | 0.07 | 0.09 | 75'000 | 75'000 | 75'000 | 75'000 | 4'490 | 5'990 | 99.30% | 99.30% |
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