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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 | - | - |
| 20.03.2020 | 5.04% | 0.96 | 1.01 | 30'000 | 30'000 | 30'000 | 30'000 | 29'011 | 30'511 | 96.52% | 96.52% |
| 19.03.2020 | 6.56% | 0.56 | 0.57 | 190'000 | 190'000 | 95'702 | 95'702 | 42'714 | 44'094 | 95.48% | 95.48% |
| 18.03.2020 | 6.48% | 0.41 | 0.42 | 120'000 | 120'000 | 62'661 | 62'661 | 27'786 | 29'099 | 91.73% | 91.73% |
| 17.03.2020 | 4.97% | 1.10 | 1.13 | 130'000 | 130'000 | 67'957 | 67'957 | 57'913 | 60'531 | 93.61% | 93.61% |
| 13.03.2020 | 2.43% | 1.52 | 1.55 | 110'000 | 110'000 | 59'406 | 59'406 | 117'734 | 120'105 | 89.15% | 92.42% |
| 12.03.2020 | 2.56% | 1.88 | 1.91 | 110'000 | 110'000 | 60'231 | 60'231 | 123'079 | 125'595 | 68.63% | 91.25% |
| 11.03.2020 | 1.27% | 2.72 | 2.73 | 110'000 | 110'000 | 61'036 | 61'036 | 159'521 | 160'848 | 97.52% | 97.52% |
| 10.03.2020 | 1.14% | 2.60 | 2.61 | 110'000 | 110'000 | 60'530 | 60'530 | 164'408 | 165'736 | 93.62% | 93.62% |
| 09.03.2020 | 1.05% | 2.63 | 2.64 | 110'000 | 110'000 | 72'297 | 72'297 | 184'804 | 186'064 | 63.58% | 63.58% |
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