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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 | - | - |
| 22.05.2020 | 1.15% | 85.46 | 86.59 | 60'000 | 60'000 | 95'583 | 95'583 | 82'733 | 83'689 | 89.05% | 93.95% |
| 20.05.2020 | 1.09% | 90.97 | 91.88 | 60'000 | 60'000 | 95'838 | 95'838 | 87'177 | 88'136 | 84.89% | 96.82% |
| 19.05.2020 | 1.10% | 90.51 | 91.51 | 60'000 | 60'000 | 91'450 | 91'450 | 82'316 | 83'230 | 99.92% | 99.92% |
| 18.05.2020 | - | 91.09 | - | 20'000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 81.06% |
| 15.05.2020 | - | 83.30 | - | 60'000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 83.62% |
| 14.05.2020 | 1.22% | 83.47 | 84.47 | 60'000 | 60'000 | 91'704 | 91'704 | 74'970 | 75'887 | 99.45% | 99.45% |
| 13.05.2020 | 1.17% | 83.31 | 84.31 | 60'000 | 60'000 | 79'885 | 79'885 | 68'002 | 68'801 | 41.20% | 41.20% |
| 12.05.2020 | 1.13% | 88.57 | 89.57 | 60'000 | 60'000 | 91'673 | 91'673 | 80'599 | 81'516 | 85.72% | 85.72% |
| 11.05.2020 | 1.12% | 87.22 | 88.22 | 60'000 | 60'000 | 95'362 | 95'362 | 84'618 | 85'571 | 88.44% | 88.44% |
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