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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 | - | - |
| 19.06.2020 | 1.87% | 1.04 | 1.06 | 100'000 | 100'000 | 100'000 | 100'000 | 105'981 | 107'981 | 100.00% | 100.00% |
| 18.06.2020 | 1.77% | 1.09 | 1.11 | 100'000 | 100'000 | 100'000 | 100'000 | 111'796 | 113'796 | 100.00% | 100.00% |
| 17.06.2020 | 1.83% | 1.16 | 1.18 | 100'000 | 100'000 | 100'000 | 100'000 | 108'328 | 110'328 | 99.82% | 99.82% |
| 16.06.2020 | 2.02% | 1.01 | 1.03 | 110'000 | 110'000 | 110'000 | 110'000 | 108'071 | 110'271 | 100.00% | 100.00% |
| 15.06.2020 | 2.68% | 0.81 | 0.83 | 110'000 | 110'000 | 110'000 | 110'000 | 81'598 | 83'798 | 99.17% | 99.17% |
| 12.06.2020 | 2.74% | 0.75 | 0.77 | 110'000 | 110'000 | 110'000 | 110'000 | 79'401 | 81'601 | 100.00% | 100.00% |
| 11.06.2020 | 2.36% | 0.80 | 0.82 | 110'000 | 110'000 | 110'000 | 110'000 | 92'175 | 94'375 | 95.73% | 95.73% |
| 10.06.2020 | 2.19% | 0.95 | 0.97 | 110'000 | 110'000 | 110'000 | 110'000 | 99'481 | 101'681 | 99.37% | 99.37% |
| 09.06.2020 | 2.58% | 0.86 | 0.88 | 110'000 | 110'000 | 110'000 | 110'000 | 84'407 | 86'607 | 100.00% | 100.00% |
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