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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 | - | - |
| 13.03.2020 | 6.69% | 0.24 | 0.26 | 50'000 | 50'000 | 45'568 | 45'568 | 14'241 | 15'160 | 90.12% | 99.41% |
| 12.03.2020 | 6.40% | 0.24 | 0.26 | 50'000 | 50'000 | 47'929 | 47'929 | 15'386 | 16'372 | 96.78% | 96.78% |
| 11.03.2020 | 1.67% | 0.54 | 0.55 | 50'000 | 50'000 | 50'000 | 50'000 | 29'928 | 30'428 | 99.62% | 99.62% |
| 10.03.2020 | 1.27% | 0.65 | 0.66 | 50'000 | 50'000 | 50'000 | 50'000 | 39'532 | 40'032 | 96.23% | 96.23% |
| 09.03.2020 | 2.24% | 0.74 | 0.75 | 50'000 | 50'000 | 44'561 | 44'561 | 31'470 | 32'147 | 96.21% | 96.21% |
| 06.03.2020 | 1.08% | 0.93 | 0.94 | 100'000 | 100'000 | 100'000 | 100'000 | 92'187 | 93'187 | 97.94% | 97.94% |
| 05.03.2020 | 0.99% | 1.03 | 1.04 | 100'000 | 100'000 | 100'000 | 100'000 | 100'623 | 101'623 | 99.18% | 99.18% |
| 04.03.2020 | 0.93% | 1.06 | 1.07 | 100'000 | 100'000 | 100'000 | 100'000 | 106'723 | 107'723 | 98.33% | 98.33% |
| 03.03.2020 | 0.99% | 1.05 | 1.06 | 100'000 | 100'000 | 100'000 | 100'000 | 100'301 | 101'301 | 96.79% | 96.79% |
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