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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 31.08.2020 | 1.43% | 69.05 | 70.05 | 100'000 | 100'000 | 100'000 | 100'000 | 69'500 | 70'500 | 76.64% | 76.64% |
| 28.08.2020 | 1.43% | 69.40 | 70.40 | 100'000 | 100'000 | 100'000 | 100'000 | 69'448 | 70'448 | 99.03% | 99.03% |
| 27.08.2020 | 1.40% | 70.65 | 71.65 | 100'000 | 100'000 | 100'000 | 100'000 | 71'017 | 72'017 | 98.09% | 98.09% |
| 26.08.2020 | 1.40% | 71.30 | 72.30 | 100'000 | 100'000 | 100'000 | 100'000 | 70'897 | 71'897 | 99.99% | 99.99% |
| 25.08.2020 | 1.41% | 70.55 | 71.55 | 100'000 | 100'000 | 100'000 | 100'000 | 70'606 | 71'606 | 96.08% | 96.08% |
| 24.08.2020 | 1.40% | 70.65 | 71.65 | 100'000 | 100'000 | 100'000 | 100'000 | 70'681 | 71'681 | 87.45% | 87.45% |
| 21.08.2020 | 1.44% | 69.35 | 70.35 | 100'000 | 100'000 | 100'000 | 100'000 | 69'145 | 70'145 | 73.97% | 73.97% |
| 20.08.2020 | 1.42% | 69.60 | 70.60 | 100'000 | 100'000 | 100'000 | 100'000 | 69'802 | 70'802 | 100.00% | 100.00% |
| 19.08.2020 | 1.41% | 70.50 | 71.50 | 100'000 | 100'000 | 100'000 | 100'000 | 70'367 | 71'367 | 100.00% | 100.00% |
| 18.08.2020 | 1.40% | 70.55 | 71.55 | 100'000 | 100'000 | 100'000 | 100'000 | 70'841 | 71'841 | 98.56% | 98.56% |
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