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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 | - | - |
| 04.11.2020 | 5.72% | 0.13 | 0.14 | 300'000 | 300'000 | 300'000 | 300'000 | 53'702 | 56'702 | 99.94% | 99.94% |
| 03.11.2020 | 5.48% | 0.18 | 0.19 | 300'000 | 300'000 | 300'000 | 300'000 | 53'241 | 56'241 | 99.93% | 99.93% |
| 02.11.2020 | 5.09% | 0.19 | 0.20 | 300'000 | 300'000 | 300'000 | 300'000 | 57'422 | 60'422 | 98.98% | 98.98% |
| 30.10.2020 | 5.10% | 0.20 | 0.21 | 300'000 | 300'000 | 300'000 | 300'000 | 57'405 | 60'405 | 100.00% | 100.00% |
| 29.10.2020 | 4.38% | 0.23 | 0.24 | 300'000 | 300'000 | 300'000 | 300'000 | 67'046 | 70'046 | 99.97% | 99.97% |
| 28.10.2020 | 4.13% | 0.24 | 0.25 | 300'000 | 300'000 | 300'000 | 300'000 | 71'293 | 74'293 | 99.99% | 99.99% |
| 27.10.2020 | 4.62% | 0.21 | 0.22 | 300'000 | 300'000 | 300'000 | 300'000 | 63'536 | 66'536 | 99.28% | 99.28% |
| 26.10.2020 | 4.72% | 0.21 | 0.22 | 300'000 | 300'000 | 300'000 | 300'000 | 62'227 | 65'227 | 99.49% | 99.49% |
| 23.10.2020 | 6.29% | 0.17 | 0.18 | 300'000 | 300'000 | 300'000 | 300'000 | 46'246 | 49'246 | 99.99% | 99.99% |
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