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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 | - | - |
| 20.10.2020 | 8.92% | 0.10 | 0.11 | 300'000 | 300'000 | 300'000 | 300'000 | 32'189 | 35'189 | 99.99% | 99.99% |
| 19.10.2020 | 8.17% | 0.11 | 0.12 | 300'000 | 300'000 | 300'000 | 300'000 | 35'418 | 38'418 | 99.73% | 99.73% |
| 15.10.2020 | 5.39% | 0.17 | 0.18 | 300'000 | 300'000 | 300'000 | 300'000 | 54'175 | 57'175 | 99.93% | 99.93% |
| 14.10.2020 | 5.43% | 0.16 | 0.17 | 300'000 | 300'000 | 300'000 | 300'000 | 54'108 | 57'108 | 99.58% | 99.58% |
| 13.10.2020 | 4.88% | 0.21 | 0.22 | 300'000 | 300'000 | 300'000 | 300'000 | 60'053 | 63'053 | 99.94% | 99.94% |
| 12.10.2020 | 4.83% | 0.21 | 0.22 | 300'000 | 300'000 | 300'000 | 300'000 | 61'002 | 64'002 | 100.00% | 100.00% |
| 09.10.2020 | 6.77% | 0.13 | 0.14 | 300'000 | 300'000 | 300'000 | 300'000 | 43'089 | 46'089 | 100.00% | 100.00% |
| 08.10.2020 | 4.81% | 0.21 | 0.22 | 300'000 | 300'000 | 300'000 | 300'000 | 60'943 | 63'943 | 100.00% | 100.00% |
| 07.10.2020 | 4.91% | 0.20 | 0.21 | 300'000 | 300'000 | 300'000 | 300'000 | 59'604 | 62'604 | 99.97% | 99.97% |
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