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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 | 4.60% | 1.08 | 1.13 | 30'000 | 30'000 | 30'000 | 30'000 | 31'858 | 33'358 | 100.00% | 100.00% |
| 18.06.2020 | 4.41% | 1.03 | 1.05 | 50'000 | 50'000 | 34'285 | 34'285 | 33'376 | 34'768 | 99.17% | 99.17% |
| 17.06.2020 | 4.28% | 1.00 | 1.02 | 50'000 | 50'000 | 34'295 | 34'295 | 34'125 | 35'517 | 99.06% | 99.06% |
| 16.06.2020 | 5.76% | 0.91 | 0.93 | 50'000 | 50'000 | 34'262 | 34'262 | 31'371 | 33'086 | 98.73% | 98.73% |
| 15.06.2020 | 6.59% | 0.81 | 0.83 | 50'000 | 50'000 | 34'378 | 34'378 | 26'856 | 28'540 | 82.92% | 82.92% |
| 12.06.2020 | 4.83% | 0.80 | 0.82 | 50'000 | 50'000 | 34'309 | 34'309 | 29'887 | 31'279 | 99.35% | 99.35% |
| 11.06.2020 | 4.71% | 0.84 | 0.86 | 50'000 | 50'000 | 34'332 | 34'332 | 30'762 | 32'154 | 98.53% | 98.53% |
| 10.06.2020 | 3.80% | 1.05 | 1.07 | 50'000 | 50'000 | 34'383 | 34'383 | 38'174 | 39'564 | 97.69% | 97.69% |
| 09.06.2020 | 3.71% | 1.18 | 1.20 | 50'000 | 50'000 | 34'342 | 34'342 | 39'516 | 40'907 | 98.48% | 98.48% |
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