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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 | - | - |
| 17.10.2019 | 175.00% | 0.00 | 0.02 | 1'000'000 | 1'000'000 | 998'594 | 1'000'000 | 999 | 15'000 | 99.92% | 99.92% |
| 16.10.2019 | 175.00% | 0.00 | 0.02 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000 | 15'000 | 100.00% | 100.00% |
| 15.10.2019 | 175.00% | 0.00 | 0.02 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000 | 15'000 | 98.84% | 98.84% |
| 14.10.2019 | 17.87% | 0.02 | 0.03 | 1'000'000 | 1'000'000 | 999'959 | 1'000'000 | 28'272 | 33'614 | 76.47% | 76.47% |
| 11.10.2019 | 14.55% | 0.03 | 0.03 | 1'000'000 | 1'000'000 | 999'956 | 999'291 | 34'165 | 39'348 | 98.17% | 98.17% |
| 10.10.2019 | 8.15% | 0.07 | 0.07 | 1'000'000 | 1'000'000 | 1'000'000 | 999'445 | 103'498 | 112'323 | 100.00% | 100.00% |
| 09.10.2019 | 8.41% | 0.11 | 0.12 | 1'000'000 | 1'000'000 | 998'457 | 999'787 | 112'938 | 122'965 | 98.20% | 98.20% |
| 08.10.2019 | 7.23% | 0.14 | 0.15 | 1'000'000 | 1'000'000 | 999'763 | 999'973 | 116'679 | 125'484 | 99.77% | 99.77% |
| 07.10.2019 | 8.13% | 0.08 | 0.09 | 1'000'000 | 1'000'000 | 1'000'000 | 998'284 | 108'032 | 117'033 | 99.69% | 99.69% |
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