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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 | 22.22% | 0.02 | 0.03 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 20'000 | 6'250 | 95.57% | 95.57% |
| 19.03.2020 | 22.33% | 0.02 | 0.03 | 1'000'000 | 250'000 | 1'000'000 | 219'210 | 20'000 | 5'481 | 100.00% | 100.00% |
| 18.03.2020 | 175.00% | 0.00 | 0.02 | 1'000'000 | 25'000 | 1'000'000 | 25'000 | 1'000 | 375 | 98.96% | 98.96% |
| 17.03.2020 | 174.98% | 0.00 | 0.02 | 1'000'000 | 25'000 | 1'000'000 | 25'003 | 1'002 | 375 | 49.13% | 49.13% |
| 13.03.2020 | 13.02% | 0.09 | 0.11 | 525'000 | 25'000 | 313'869 | 257'684 | 47'308 | 46'038 | 97.16% | 97.16% |
| 12.03.2020 | 4.83% | 0.12 | 0.13 | 150'000 | 25'000 | 150'000 | 26'671 | 39'299 | 7'176 | 99.12% | 99.12% |
| 11.03.2020 | 1.56% | 0.61 | 0.62 | 150'000 | 150'000 | 149'235 | 148'923 | 95'248 | 96'536 | 99.80% | 99.80% |
| 10.03.2020 | 1.34% | 0.66 | 0.67 | 150'000 | 25'000 | 129'863 | 118'699 | 96'763 | 90'907 | 96.65% | 96.65% |
| 09.03.2020 | 2.06% | 0.69 | 0.70 | 125'000 | 25'000 | 125'000 | 20'879 | 89'115 | 15'139 | 76.06% | 76.06% |
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