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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 | - | - |
| 17.11.2020 | 8.46% | 0.12 | 0.13 | 300'000 | 300'000 | 300'000 | 300'000 | 33'993 | 36'993 | 99.44% | 99.44% |
| 16.11.2020 | 6.57% | 0.14 | 0.16 | 300'000 | 300'000 | 300'000 | 300'000 | 44'208 | 47'208 | 99.99% | 99.99% |
| 13.11.2020 | 4.95% | 0.20 | 0.21 | 300'000 | 300'000 | 300'000 | 300'000 | 59'176 | 62'176 | 100.00% | 100.00% |
| 12.11.2020 | 4.73% | 0.19 | 0.20 | 300'000 | 300'000 | 300'000 | 300'000 | 62'005 | 65'005 | 100.00% | 100.00% |
| 11.11.2020 | 4.64% | 0.21 | 0.22 | 300'000 | 300'000 | 300'000 | 300'000 | 63'219 | 66'219 | 99.60% | 99.60% |
| 10.11.2020 | 5.12% | 0.19 | 0.20 | 300'000 | 300'000 | 300'000 | 300'000 | 57'254 | 60'254 | 99.99% | 99.99% |
| 09.11.2020 | 6.68% | 0.24 | 0.25 | 300'000 | 300'000 | 300'000 | 300'000 | 44'748 | 47'748 | 99.83% | 99.83% |
| 06.11.2020 | 5.24% | 0.17 | 0.18 | 300'000 | 300'000 | 300'000 | 300'000 | 55'962 | 58'962 | 99.99% | 99.99% |
| 05.11.2020 | 4.74% | 0.21 | 0.22 | 300'000 | 300'000 | 300'000 | 300'000 | 61'994 | 64'994 | 99.99% | 99.99% |
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