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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 | - | - |
| 06.11.2020 | 0.74% | 1.27 | 1.28 | 50'000 | 50'000 | 49'997 | 49'998 | 67'481 | 67'983 | 99.95% | 99.95% |
| 05.11.2020 | 0.72% | 1.22 | 1.23 | 50'000 | 50'000 | 50'000 | 50'000 | 69'670 | 70'170 | 99.99% | 99.99% |
| 04.11.2020 | 0.51% | 1.60 | 1.61 | 50'000 | 50'000 | 50'000 | 49'998 | 99'570 | 100'067 | 100.00% | 100.00% |
| 03.11.2020 | 0.45% | 2.02 | 2.03 | 50'000 | 50'000 | 50'000 | 49'998 | 111'937 | 112'432 | 100.00% | 100.00% |
| 02.11.2020 | 0.37% | 2.66 | 2.67 | 50'000 | 50'000 | 50'000 | 50'000 | 134'319 | 134'819 | 100.00% | 100.00% |
| 30.10.2020 | 0.32% | 3.15 | 3.16 | 50'000 | 50'000 | 50'000 | 50'000 | 156'110 | 156'610 | 99.93% | 99.93% |
| 29.10.2020 | 0.34% | 2.97 | 2.98 | 50'000 | 50'000 | 50'000 | 50'000 | 146'919 | 147'419 | 100.00% | 100.00% |
| 28.10.2020 | 0.38% | 2.74 | 2.75 | 50'000 | 50'000 | 50'000 | 50'000 | 131'700 | 132'200 | 99.98% | 99.98% |
| 27.10.2020 | 0.52% | 1.98 | 1.99 | 50'000 | 50'000 | 50'000 | 50'000 | 96'125 | 96'625 | 100.00% | 100.00% |
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