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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 | - | - |
| 08.11.2019 | 7.45% | 0.12 | 0.13 | 420'000 | 50'000 | 391'511 | 30'756 | 50'596 | 4'283 | 92.95% | 92.95% |
| 07.11.2019 | 5.85% | 0.10 | 0.11 | 500'000 | 50'000 | 303'584 | 30'175 | 50'476 | 5'292 | 91.33% | 93.30% |
| 06.11.2019 | 3.22% | 0.32 | 0.33 | 160'000 | 50'000 | 170'488 | 30'516 | 52'043 | 9'606 | 96.45% | 96.45% |
| 05.11.2019 | 3.42% | 0.28 | 0.29 | 180'000 | 50'000 | 180'000 | 30'671 | 51'753 | 9'084 | 94.16% | 94.16% |
| 04.11.2019 | 2.92% | 0.29 | 0.30 | 180'000 | 50'000 | 152'682 | 31'023 | 51'563 | 10'820 | 88.80% | 88.80% |
| 01.11.2019 | 2.94% | 0.36 | 0.37 | 140'000 | 50'000 | 155'575 | 33'695 | 52'116 | 11'805 | 97.36% | 97.36% |
| 31.10.2019 | 2.93% | 0.33 | 0.34 | 160'000 | 50'000 | 154'350 | 33'656 | 51'958 | 11'597 | 97.85% | 97.85% |
| 30.10.2019 | 2.86% | 0.37 | 0.38 | 140'000 | 50'000 | 149'805 | 33'884 | 51'633 | 12'080 | 95.33% | 95.33% |
| 29.10.2019 | 3.89% | 0.30 | 0.31 | 170'000 | 50'000 | 201'497 | 33'655 | 50'808 | 9'281 | 97.84% | 97.84% |
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