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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 | - | - |
| 06.03.2020 | 6.92% | 0.42 | 0.45 | 50'000 | 50'000 | 50'000 | 50'000 | 22'085 | 23'660 | 88.94% | 88.94% |
| 05.03.2020 | 5.08% | 0.59 | 0.62 | 50'000 | 50'000 | 50'000 | 50'000 | 29'644 | 31'185 | 85.50% | 85.50% |
| 04.03.2020 | 4.61% | 0.64 | 0.67 | 50'000 | 50'000 | 50'000 | 50'000 | 32'812 | 34'360 | 92.74% | 92.74% |
| 03.03.2020 | 4.93% | 0.61 | 0.64 | 50'000 | 50'000 | 50'000 | 50'000 | 30'667 | 32'215 | 99.08% | 99.08% |
| 02.03.2020 | 6.13% | 0.50 | 0.54 | 50'000 | 50'000 | 50'000 | 50'000 | 24'659 | 26'208 | 93.08% | 93.08% |
| 28.02.2020 | 6.98% | 0.42 | 0.45 | 50'000 | 50'000 | 50'511 | 50'426 | 21'725 | 23'240 | 94.73% | 94.73% |
| 27.02.2020 | 1.85% | 0.57 | 0.58 | 100'000 | 100'000 | 100'000 | 100'000 | 58'876 | 59'969 | 97.25% | 97.25% |
| 26.02.2020 | 1.71% | 0.69 | 0.70 | 100'000 | 100'000 | 100'000 | 100'000 | 64'676 | 65'784 | 83.76% | 83.76% |
| 25.02.2020 | 1.51% | 0.69 | 0.70 | 100'000 | 100'000 | 100'000 | 100'000 | 74'754 | 75'891 | 99.46% | 99.46% |
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