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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 | - | 0.80 | - | 70'000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.26% |
| 18.06.2020 | 5.35% | 0.83 | 0.86 | 70'000 | 50'000 | 63'160 | 16'227 | 53'869 | 14'616 | 86.50% | 86.50% |
| 17.06.2020 | 6.25% | 0.74 | 0.77 | 70'000 | 50'000 | 80'235 | 16'149 | 53'060 | 11'635 | 88.36% | 88.36% |
| 16.06.2020 | 6.45% | 0.55 | 0.58 | 100'000 | 50'000 | 78'722 | 14'206 | 53'829 | 10'008 | 66.89% | 66.89% |
| 15.06.2020 | 2.53% | 1.97 | 2.02 | 30'000 | 10'000 | 30'000 | 10'000 | 58'587 | 20'029 | 73.87% | 73.87% |
| 12.06.2020 | 3.70% | 1.24 | 1.29 | 50'000 | 10'000 | 40'050 | 10'000 | 53'130 | 13'767 | 60.26% | 60.26% |
| 11.06.2020 | 5.40% | 1.15 | 1.18 | 50'000 | 50'000 | 69'425 | 11'693 | 53'610 | 10'159 | 68.36% | 68.36% |
| 10.06.2020 | 11.21% | 0.44 | 0.46 | 120'000 | 50'000 | 156'245 | 11'791 | 51'661 | 4'543 | 80.12% | 80.12% |
| 09.06.2020 | 9.81% | 0.31 | 0.33 | 170'000 | 50'000 | 146'073 | 18'091 | 51'124 | 6'844 | 87.45% | 87.45% |
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