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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 | - | - |
| 18.06.2020 | 66.67% | 0.01 | 0.02 | 500'000 | 300'000 | 500'000 | 300'000 | 5'000 | 6'000 | 0.50% | 94.39% |
| 17.06.2020 | 58.43% | 0.01 | 0.02 | 500'000 | 300'000 | 500'000 | 300'000 | 9'203 | 9'565 | 94.72% | 98.13% |
| 16.06.2020 | 21.09% | 0.08 | 0.09 | 500'000 | 300'000 | 498'824 | 300'000 | 30'979 | 22'892 | 95.72% | 95.72% |
| 15.06.2020 | 4.94% | 0.19 | 0.20 | 300'000 | 300'000 | 300'000 | 300'000 | 86'407 | 90'568 | 92.44% | 92.44% |
| 12.06.2020 | 5.98% | 0.32 | 0.34 | 300'000 | 300'000 | 300'000 | 300'000 | 71'073 | 75'361 | 96.08% | 96.08% |
| 11.06.2020 | 9.16% | 0.25 | 0.27 | 300'000 | 300'000 | 336'928 | 300'000 | 51'424 | 50'536 | 94.61% | 94.61% |
| 10.06.2020 | 15.82% | 0.08 | 0.09 | 500'000 | 300'000 | 500'000 | 300'000 | 38'984 | 27'386 | 100.00% | 100.00% |
| 09.06.2020 | 13.93% | 0.08 | 0.09 | 500'000 | 300'000 | 491'105 | 300'000 | 47'626 | 33'476 | 100.00% | 100.00% |
| 08.06.2020 | 13.26% | 0.09 | 0.11 | 500'000 | 300'000 | 490'243 | 300'000 | 49'190 | 34'451 | 99.38% | 99.38% |
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