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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 | 66.67% | 0.01 | 0.02 | 750'000 | 250'000 | 750'000 | 250'000 | 7'500 | 5'000 | 100.00% | 100.00% |
| 19.03.2020 | 66.67% | 0.01 | 0.02 | 750'000 | 250'000 | 750'000 | 250'000 | 7'500 | 5'000 | 88.93% | 88.93% |
| 18.03.2020 | 66.67% | 0.01 | 0.02 | 750'000 | 250'000 | 750'000 | 250'000 | 7'500 | 5'000 | 95.36% | 95.36% |
| 17.03.2020 | 66.67% | 0.01 | 0.02 | 750'000 | 250'000 | 750'000 | 250'000 | 7'500 | 5'000 | 87.60% | 87.60% |
| 13.03.2020 | 66.67% | 0.01 | 0.02 | 750'000 | 250'000 | 750'000 | 250'000 | 7'500 | 5'000 | 91.08% | 91.08% |
| 12.03.2020 | 66.67% | 0.01 | 0.02 | 750'000 | 250'000 | 750'000 | 250'000 | 7'500 | 5'000 | 88.08% | 88.08% |
| 11.03.2020 | 108.71% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 999'983 | 1'000'000 | 5'946 | 15'046 | 91.19% | 91.41% |
| 10.03.2020 | 160.00% | 0.00 | 0.01 | 1'000'000 | 1'000'000 | 993'545 | 993'545 | 994 | 8'942 | 85.58% | 85.58% |
| 09.03.2020 | 160.00% | 0.00 | 0.01 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000 | 9'000 | 72.44% | 72.44% |
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