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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 | 10.10% | 0.10 | 0.11 | 500'000 | 100'000 | 493'987 | 100'000 | 46'817 | 10'496 | 78.67% | 78.67% |
| 28.08.2020 | 14.09% | 0.06 | 0.07 | 500'000 | 100'000 | 500'000 | 100'000 | 33'193 | 7'639 | 99.99% | 99.99% |
| 27.08.2020 | 9.39% | 0.09 | 0.10 | 500'000 | 100'000 | 481'724 | 100'000 | 49'056 | 11'218 | 99.94% | 99.94% |
| 26.08.2020 | 11.46% | 0.10 | 0.11 | 500'000 | 100'000 | 500'000 | 100'000 | 41'767 | 9'353 | 100.00% | 100.00% |
| 25.08.2020 | 13.35% | 0.07 | 0.08 | 500'000 | 100'000 | 500'000 | 100'000 | 35'189 | 8'038 | 99.99% | 99.99% |
| 24.08.2020 | 13.22% | 0.07 | 0.08 | 500'000 | 100'000 | 500'000 | 100'000 | 35'561 | 8'112 | 100.00% | 100.00% |
| 21.08.2020 | 19.54% | 0.05 | 0.06 | 500'000 | 100'000 | 500'000 | 100'000 | 23'347 | 5'669 | 99.91% | 99.91% |
| 20.08.2020 | 17.83% | 0.05 | 0.06 | 500'000 | 100'000 | 500'000 | 100'000 | 25'638 | 6'128 | 99.96% | 99.96% |
| 19.08.2020 | 15.55% | 0.06 | 0.07 | 500'000 | 100'000 | 500'000 | 100'000 | 29'942 | 6'988 | 99.99% | 99.99% |
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