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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 | 6.66% | 0.15 | 0.16 | 300'000 | 300'000 | 300'000 | 300'000 | 43'840 | 46'840 | 99.98% | 99.98% |
| 04.11.2020 | 4.19% | 0.19 | 0.20 | 300'000 | 300'000 | 300'000 | 300'000 | 72'132 | 75'132 | 99.96% | 99.96% |
| 03.11.2020 | 4.10% | 0.24 | 0.25 | 300'000 | 300'000 | 300'000 | 300'000 | 71'620 | 74'620 | 99.92% | 99.92% |
| 02.11.2020 | 3.88% | 0.25 | 0.26 | 300'000 | 300'000 | 300'000 | 300'000 | 75'853 | 78'853 | 98.98% | 98.98% |
| 30.10.2020 | 3.89% | 0.26 | 0.27 | 300'000 | 300'000 | 300'000 | 300'000 | 75'683 | 78'683 | 100.00% | 100.00% |
| 29.10.2020 | 3.46% | 0.29 | 0.30 | 300'000 | 300'000 | 300'000 | 300'000 | 85'240 | 88'240 | 99.99% | 99.99% |
| 28.10.2020 | 3.29% | 0.30 | 0.31 | 300'000 | 300'000 | 300'000 | 300'000 | 89'679 | 92'679 | 100.00% | 100.00% |
| 27.10.2020 | 3.60% | 0.27 | 0.28 | 300'000 | 300'000 | 289'247 | 289'247 | 78'791 | 81'683 | 99.28% | 99.28% |
| 26.10.2020 | 3.67% | 0.27 | 0.28 | 150'000 | 150'000 | 151'042 | 151'042 | 40'433 | 41'944 | 99.49% | 99.49% |
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