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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 | - | - |
| 31.08.2020 | 11.93% | 0.19 | 0.21 | 270'000 | 50'000 | 273'891 | 50'000 | 50'986 | 10'493 | 98.54% | 98.54% |
| 28.08.2020 | 11.50% | 0.18 | 0.20 | 280'000 | 50'000 | 293'678 | 50'000 | 50'907 | 9'754 | 99.99% | 99.99% |
| 27.08.2020 | 10.36% | 0.20 | 0.22 | 250'000 | 50'000 | 256'307 | 50'000 | 50'392 | 10'917 | 99.99% | 99.99% |
| 26.08.2020 | 10.72% | 0.21 | 0.23 | 240'000 | 50'000 | 258'883 | 50'000 | 50'416 | 10'873 | 100.00% | 100.00% |
| 25.08.2020 | 10.45% | 0.16 | 0.17 | 320'000 | 50'000 | 311'704 | 50'000 | 50'995 | 9'115 | 100.00% | 100.00% |
| 24.08.2020 | 7.58% | 0.14 | 0.16 | 360'000 | 50'000 | 332'552 | 50'000 | 50'770 | 8'300 | 100.00% | 100.00% |
| 21.08.2020 | 7.79% | 0.14 | 0.15 | 360'000 | 50'000 | 345'715 | 50'000 | 50'855 | 7'974 | 99.97% | 99.97% |
| 20.08.2020 | 7.43% | 0.16 | 0.18 | 320'000 | 50'000 | 300'124 | 50'000 | 50'926 | 9'153 | 100.00% | 100.00% |
| 19.08.2020 | 6.33% | 0.19 | 0.20 | 270'000 | 50'000 | 293'048 | 50'000 | 50'810 | 9'245 | 100.00% | 100.00% |
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