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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 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
| 16.05.2019 | 65.43% | 0.09 | 0.11 | 1'000'000 | 1'000'000 | 999'791 | 1'000'000 | 28'860 | 45'481 | 91.69% | 93.20% |
| 15.05.2019 | 120.00% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 999'498 | 1'000'000 | 4'997 | 20'000 | 11.40% | 98.36% |
| 14.05.2019 | 113.80% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 5'607 | 20'037 | 95.58% | 96.43% |
| 13.05.2019 | 40.00% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 999'989 | 999'578 | 21'678 | 31'660 | 97.23% | 97.23% |
| 10.05.2019 | 10.75% | 0.07 | 0.08 | 1'000'000 | 1'000'000 | 999'992 | 1'000'000 | 90'599 | 100'599 | 99.68% | 99.68% |
| 09.05.2019 | 8.00% | 0.08 | 0.09 | 920'000 | 920'000 | 919'975 | 919'774 | 115'892 | 125'069 | 99.87% | 99.87% |
| 08.05.2019 | 6.85% | 0.18 | 0.19 | 1'000'000 | 1'000'000 | 999'975 | 999'948 | 144'147 | 154'140 | 97.13% | 97.13% |
| 07.05.2019 | 4.78% | 0.16 | 0.17 | 900'000 | 900'000 | 900'000 | 900'000 | 186'836 | 195'836 | 100.00% | 100.00% |
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