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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 | - | - |
| 20.03.2020 | 154.96% | 0.02 | 0.02 | 1'000'000 | 250'000 | 998'358 | 250'821 | 2'914 | 3'933 | 100.00% | 100.00% |
| 19.03.2020 | 6.72% | 0.07 | 0.08 | 500'000 | 500'000 | 303'647 | 290'039 | 46'425 | 47'911 | 100.00% | 100.00% |
| 18.03.2020 | 9.27% | 0.15 | 0.17 | 125'000 | 25'000 | 124'886 | 25'000 | 27'187 | 5'940 | 100.00% | 100.00% |
| 17.03.2020 | 6.43% | 0.23 | 0.25 | 125'000 | 25'000 | 125'000 | 29'386 | 36'072 | 9'212 | 99.49% | 99.49% |
| 13.03.2020 | 9.46% | 0.30 | 0.32 | 200'000 | 25'000 | 363'358 | 201'490 | 77'821 | 41'975 | 96.61% | 96.61% |
| 12.03.2020 | 6.37% | 0.29 | 0.30 | 600'000 | 25'000 | 600'000 | 26'655 | 118'653 | 5'564 | 99.08% | 99.08% |
| 11.03.2020 | 5.97% | 0.09 | 0.09 | 600'000 | 300'000 | 628'359 | 337'398 | 51'129 | 29'323 | 100.00% | 100.00% |
| 10.03.2020 | 9.14% | 0.06 | 0.07 | 725'000 | 25'000 | 925'909 | 354'225 | 48'564 | 20'587 | 97.34% | 97.34% |
| 09.03.2020 | 12.18% | 0.08 | 0.08 | 1'000'000 | 25'000 | 1'000'000 | 21'998 | 74'256 | 1'823 | 98.18% | 98.18% |
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