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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 | - | - |
| 18.12.2020 | 4.41% | 0.42 | 0.44 | 60'000 | 60'000 | 60'000 | 60'000 | 26'651 | 27'851 | 99.56% | 99.56% |
| 17.12.2020 | 4.27% | 0.49 | 0.51 | 70'000 | 70'000 | 70'000 | 70'000 | 32'192 | 33'592 | 100.00% | 100.00% |
| 16.12.2020 | 4.73% | 0.40 | 0.42 | 70'000 | 70'000 | 70'000 | 70'000 | 28'953 | 30'353 | 99.82% | 99.82% |
| 15.12.2020 | 5.51% | 0.38 | 0.40 | 70'000 | 70'000 | 70'000 | 70'000 | 24'778 | 26'178 | 90.94% | 90.94% |
| 14.12.2020 | 5.96% | 0.29 | 0.31 | 70'000 | 70'000 | 70'000 | 70'000 | 22'868 | 24'268 | 76.94% | 76.94% |
| 11.12.2020 | 7.19% | 0.23 | 0.24 | 70'000 | 70'000 | 70'000 | 70'000 | 18'541 | 19'912 | 81.24% | 81.24% |
| 10.12.2020 | 7.61% | 0.33 | 0.35 | 70'000 | 70'000 | 70'000 | 70'000 | 17'535 | 18'913 | 85.13% | 85.13% |
| 09.12.2020 | 7.59% | 0.24 | 0.26 | 80'000 | 80'000 | 80'000 | 80'000 | 18'888 | 20'381 | 83.03% | 83.03% |
| 08.12.2020 | 7.34% | 0.22 | 0.23 | 80'000 | 80'000 | 80'000 | 80'000 | 17'459 | 18'793 | 85.95% | 85.95% |
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