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
31.08.2020 1.45% 0.86 0.87 100'000 100'000 85'049 60'537 59'268 43'928 99.46% 99.46%
28.08.2020 1.34% 0.79 0.80 100'000 100'000 79'401 60'488 59'396 46'317 99.16% 99.16%
27.08.2020 1.01% 0.81 0.82 100'000 100'000 60'527 60'053 58'417 58'578 97.80% 97.80%
26.08.2020 0.88% 1.14 1.15 100'000 100'000 60'701 60'701 68'507 69'114 99.90% 99.90%
25.08.2020 1.06% 1.14 1.15 100'000 100'000 68'554 60'692 66'163 59'696 99.13% 99.13%
24.08.2020 0.84% 1.14 1.15 100'000 100'000 60'679 60'679 72'029 72'636 98.76% 98.76%
21.08.2020 0.62% 1.51 1.52 100'000 100'000 60'855 60'855 96'791 97'400 96.92% 96.92%
20.08.2020 0.58% 1.68 1.69 100'000 100'000 60'681 60'681 103'454 104'061 99.64% 99.64%
19.08.2020 0.67% 1.49 1.50 100'000 100'000 60'681 60'681 90'534 91'141 99.81% 99.81%
18.08.2020 0.67% 1.56 1.57 100'000 100'000 60'546 60'546 90'603 91'209 99.38% 99.38%

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