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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 | 14.32% | 0.14 | 0.16 | 360'000 | 50'000 | 390'092 | 50'000 | 50'584 | 7'500 | 100.00% | 100.00% |
| 18.06.2020 | 10.68% | 0.10 | 0.12 | 500'000 | 50'000 | 482'013 | 50'000 | 48'365 | 5'621 | 55.50% | 55.50% |
| 17.06.2020 | 13.72% | 0.09 | 0.10 | 500'000 | 50'000 | 498'894 | 49'939 | 34'833 | 3'987 | 84.79% | 92.76% |
| 16.06.2020 | 22.55% | 0.06 | 0.07 | 500'000 | 50'000 | 499'999 | 50'000 | 20'378 | 2'539 | 34.62% | 34.62% |
| 15.06.2020 | - | - | 0.01 | 0 | 50'000 | 0 | 0 | 0 | 0 | 0.00% | 75.42% |
| 12.06.2020 | 66.67% | 0.01 | 0.02 | 500'000 | 50'000 | 500'000 | 50'000 | 5'000 | 1'000 | 0.03% | 92.33% |
| 11.06.2020 | 66.67% | 0.01 | 0.01 | 500'000 | 50'000 | 500'000 | 50'000 | 5'000 | 1'000 | 21.15% | 92.88% |
| 10.06.2020 | 34.35% | 0.02 | 0.03 | 500'000 | 50'000 | 270'972 | 50'000 | 8'149 | 1'809 | 17.51% | 17.52% |
| 09.06.2020 | 66.47% | 0.01 | 0.02 | 150'000 | 50'000 | 150'000 | 50'000 | 1'511 | 1'004 | 96.11% | 96.11% |
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