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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 | - | - |
| 19.03.2020 | 1.08% | 1.40 | 1.42 | 75'000 | 75'000 | 74'916 | 75'000 | 139'048 | 140'676 | 98.97% | 98.97% |
| 18.03.2020 | 0.41% | 2.40 | 2.41 | 75'000 | 75'000 | 75'000 | 42'783 | 184'263 | 102'247 | 93.48% | 93.48% |
| 17.03.2020 | 0.40% | 1.95 | 1.96 | 75'000 | 50'000 | 74'998 | 52'811 | 188'150 | 132'753 | 96.70% | 96.70% |
| 13.03.2020 | 0.57% | 2.36 | 2.37 | 75'000 | 50'000 | 81'336 | 61'003 | 150'313 | 108'029 | 96.82% | 96.82% |
| 12.03.2020 | 0.68% | 2.54 | 2.55 | 100'000 | 25'000 | 99'981 | 48'201 | 195'223 | 90'871 | 97.92% | 97.92% |
| 11.03.2020 | 1.14% | 0.94 | 0.95 | 100'000 | 100'000 | 99'953 | 100'000 | 88'015 | 89'062 | 99.76% | 99.76% |
| 10.03.2020 | 1.54% | 0.87 | 0.88 | 100'000 | 100'000 | 116'834 | 116'842 | 76'565 | 77'770 | 96.77% | 96.77% |
| 09.03.2020 | 1.02% | 0.89 | 0.90 | 100'000 | 100'000 | 113'456 | 80'729 | 110'399 | 80'479 | 95.33% | 95.33% |
| 06.03.2020 | 2.49% | 0.44 | 0.45 | 175'000 | 175'000 | 169'220 | 169'377 | 67'752 | 69'502 | 98.43% | 98.43% |
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