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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 | 78.45% | 0.01 | 0.03 | 1'000'000 | 250'000 | 914'168 | 240'870 | 17'994 | 10'069 | 95.05% | 95.05% |
| 19.03.2020 | 5.58% | 0.27 | 0.29 | 200'000 | 200'000 | 152'940 | 152'939 | 53'415 | 56'474 | 96.68% | 96.68% |
| 18.03.2020 | 1.37% | 1.18 | 1.20 | 50'000 | 50'000 | 50'000 | 50'000 | 74'073 | 75'073 | 97.42% | 97.42% |
| 17.03.2020 | 1.28% | 1.31 | 1.33 | 50'000 | 50'000 | 50'000 | 50'000 | 78'080 | 79'080 | 94.68% | 94.68% |
| 13.03.2020 | 1.40% | 1.67 | 1.69 | 50'000 | 50'000 | 50'000 | 50'000 | 72'378 | 73'378 | 95.88% | 95.88% |
| 12.03.2020 | 1.13% | 1.93 | 1.95 | 50'000 | 50'000 | 50'000 | 50'000 | 88'594 | 89'594 | 88.87% | 88.87% |
| 11.03.2020 | 1.71% | 1.15 | 1.17 | 50'000 | 50'000 | 50'000 | 50'000 | 58'143 | 59'143 | 96.54% | 96.54% |
| 10.03.2020 | 2.21% | 1.09 | 1.11 | 50'000 | 50'000 | 70'806 | 70'806 | 63'214 | 64'630 | 95.66% | 95.66% |
| 09.03.2020 | 1.52% | 1.17 | 1.19 | 50'000 | 50'000 | 50'062 | 50'062 | 65'408 | 66'410 | 89.92% | 89.92% |
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