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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 | - | - |
| 17.05.2019 | 1.87% | 0.54 | 0.55 | 510'000 | 510'000 | 510'000 | 510'000 | 271'129 | 276'229 | 97.05% | 97.05% |
| 16.05.2019 | 2.85% | 0.67 | 0.68 | 700'000 | 700'000 | 700'000 | 700'000 | 281'748 | 288'748 | 90.29% | 90.29% |
| 15.05.2019 | 9.03% | 0.24 | 0.25 | 1'000'000 | 1'000'000 | 999'974 | 1'000'000 | 121'837 | 131'845 | 96.45% | 96.45% |
| 14.05.2019 | 6.78% | 0.16 | 0.17 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 143'481 | 153'481 | 92.82% | 92.82% |
| 13.05.2019 | 4.97% | 0.17 | 0.18 | 830'000 | 830'000 | 830'000 | 829'898 | 170'389 | 178'674 | 97.34% | 97.34% |
| 10.05.2019 | 2.33% | 0.37 | 0.38 | 1'000'000 | 1'000'000 | 999'977 | 1'000'000 | 427'149 | 437'160 | 99.52% | 99.52% |
| 09.05.2019 | 2.16% | 0.37 | 0.38 | 700'000 | 700'000 | 700'000 | 699'981 | 324'677 | 331'668 | 98.49% | 98.49% |
| 08.05.2019 | 1.84% | 0.64 | 0.65 | 840'000 | 840'000 | 839'771 | 839'726 | 456'311 | 464'700 | 94.42% | 94.42% |
| 07.05.2019 | 1.51% | 0.47 | 0.48 | 630'000 | 630'000 | 630'000 | 630'000 | 422'923 | 429'223 | 95.97% | 95.97% |
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