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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 | 66.67% | 0.01 | 0.02 | 500'000 | 50'000 | 500'000 | 50'000 | 5'000 | 1'000 | 100.00% | 100.00% |
| 28.08.2020 | 66.67% | 0.01 | 0.02 | 500'000 | 50'000 | 499'999 | 50'000 | 5'000 | 1'000 | 39.17% | 100.00% |
| 27.08.2020 | 66.67% | 0.01 | 0.02 | 500'000 | 50'000 | 500'000 | 50'000 | 5'000 | 1'000 | 78.97% | 99.95% |
| 26.08.2020 | 65.32% | 0.01 | 0.02 | 500'000 | 50'000 | 500'000 | 50'000 | 5'252 | 1'025 | 55.18% | 96.01% |
| 25.08.2020 | - | - | 0.01 | 0 | 50'000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
| 24.08.2020 | 66.67% | 0.01 | 0.01 | 500'000 | 50'000 | 499'999 | 50'000 | 5'000 | 1'000 | 58.41% | 100.00% |
| 21.08.2020 | 59.68% | 0.01 | 0.01 | 500'000 | 50'000 | 500'000 | 50'000 | 6'311 | 1'131 | 47.20% | 100.00% |
| 20.08.2020 | 38.92% | 0.02 | 0.03 | 500'000 | 50'000 | 500'000 | 50'000 | 10'478 | 1'548 | 99.01% | 99.01% |
| 19.08.2020 | 21.36% | 0.05 | 0.06 | 500'000 | 50'000 | 500'000 | 50'000 | 21'287 | 2'629 | 100.00% | 100.00% |
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