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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 | - | - |
| 05.11.2020 | 14.92% | 0.07 | 0.08 | 300'000 | 300'000 | 300'000 | 300'000 | 19'201 | 22'201 | 100.00% | 100.00% |
| 04.11.2020 | 6.51% | 0.11 | 0.12 | 300'000 | 300'000 | 300'000 | 300'000 | 47'654 | 50'654 | 99.93% | 99.93% |
| 03.11.2020 | 6.16% | 0.16 | 0.17 | 300'000 | 300'000 | 300'000 | 300'000 | 47'207 | 50'207 | 99.93% | 99.93% |
| 02.11.2020 | 5.69% | 0.17 | 0.18 | 300'000 | 300'000 | 300'000 | 300'000 | 51'306 | 54'306 | 98.98% | 98.98% |
| 30.10.2020 | 5.68% | 0.18 | 0.19 | 300'000 | 300'000 | 300'000 | 300'000 | 51'376 | 54'376 | 100.00% | 100.00% |
| 29.10.2020 | 4.80% | 0.21 | 0.22 | 300'000 | 300'000 | 300'000 | 300'000 | 60'997 | 63'997 | 100.00% | 100.00% |
| 28.10.2020 | 4.48% | 0.23 | 0.24 | 300'000 | 300'000 | 300'000 | 300'000 | 65'592 | 68'592 | 99.98% | 99.98% |
| 27.10.2020 | 5.09% | 0.19 | 0.20 | 300'000 | 300'000 | 300'000 | 300'000 | 57'486 | 60'486 | 99.28% | 99.28% |
| 26.10.2020 | 5.21% | 0.19 | 0.20 | 300'000 | 300'000 | 300'000 | 300'000 | 56'207 | 59'207 | 99.78% | 99.78% |
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