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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 | - | - |
| 19.06.2020 | 3.25% | 2.19 | 2.26 | 30'000 | 30'000 | 30'000 | 30'000 | 63'657 | 65'757 | 100.00% | 100.00% |
| 18.06.2020 | 3.15% | 2.03 | 2.10 | 130'000 | 130'000 | 50'558 | 50'558 | 99'954 | 103'291 | 95.56% | 95.56% |
| 17.06.2020 | 0.86% | 2.16 | 2.18 | 130'000 | 130'000 | 49'991 | 49'991 | 113'446 | 114'446 | 96.49% | 96.49% |
| 16.06.2020 | 0.90% | 2.05 | 2.07 | 140'000 | 140'000 | 48'774 | 48'774 | 110'507 | 111'482 | 93.63% | 93.63% |
| 15.06.2020 | 1.68% | 1.42 | 1.44 | 150'000 | 150'000 | 54'602 | 54'602 | 67'332 | 68'424 | 98.16% | 98.16% |
| 12.06.2020 | 1.13% | 1.54 | 1.56 | 170'000 | 170'000 | 66'194 | 66'194 | 116'648 | 117'972 | 97.31% | 97.31% |
| 11.06.2020 | 0.90% | 1.88 | 1.90 | 130'000 | 130'000 | 49'079 | 49'079 | 105'324 | 106'306 | 96.08% | 96.08% |
| 10.06.2020 | 0.80% | 2.92 | 2.94 | 130'000 | 130'000 | 49'905 | 49'905 | 150'413 | 151'559 | 95.82% | 95.82% |
| 09.06.2020 | 0.95% | 3.21 | 3.24 | 130'000 | 130'000 | 50'742 | 50'742 | 158'852 | 160'374 | 95.63% | 95.63% |
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