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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 | - | - |
| 06.08.2021 | 1.51% | 1.32 | 1.34 | 20'000 | 20'000 | 20'000 | 20'000 | 26'371 | 26'771 | 99.00% | 99.00% |
| 05.08.2021 | 1.43% | 1.31 | 1.32 | 100'000 | 100'000 | 37'289 | 37'289 | 47'146 | 47'676 | 99.28% | 99.28% |
| 04.08.2021 | 1.62% | 1.22 | 1.25 | 100'000 | 20'000 | 20'000 | 20'000 | 24'562 | 24'962 | 32.87% | 97.50% |
| 03.08.2021 | 1.41% | 1.18 | 1.19 | 100'000 | 100'000 | 28'621 | 28'621 | 37'368 | 37'833 | 77.21% | 77.21% |
| 02.08.2021 | 1.15% | 1.49 | 1.50 | 50'000 | 50'000 | 18'701 | 18'701 | 28'409 | 28'674 | 98.01% | 98.01% |
| 30.07.2021 | 1.17% | 1.55 | 1.56 | 50'000 | 50'000 | 18'695 | 18'695 | 28'595 | 28'860 | 97.97% | 97.97% |
| 29.07.2021 | 1.12% | 1.62 | 1.63 | 50'000 | 50'000 | 18'692 | 18'692 | 29'697 | 29'962 | 97.80% | 97.80% |
| 28.07.2021 | 1.10% | 1.64 | 1.65 | 50'000 | 50'000 | 18'808 | 18'808 | 30'625 | 30'891 | 96.67% | 96.67% |
| 27.07.2021 | 1.07% | 1.65 | 1.66 | 50'000 | 50'000 | 18'705 | 18'705 | 31'266 | 31'531 | 97.70% | 97.70% |
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