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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 | 0.62% | 1.64 | 1.65 | 130'000 | 130'000 | 130'000 | 130'000 | 208'948 | 210'248 | 95.69% | 95.69% |
| 28.08.2020 | 0.64% | 1.54 | 1.55 | 130'000 | 130'000 | 130'000 | 130'000 | 201'902 | 203'202 | 99.46% | 99.46% |
| 27.08.2020 | 0.60% | 1.61 | 1.62 | 130'000 | 130'000 | 141'435 | 141'435 | 236'308 | 237'723 | 98.67% | 98.67% |
| 26.08.2020 | 0.62% | 1.66 | 1.67 | 160'000 | 160'000 | 160'000 | 160'000 | 259'323 | 260'923 | 99.66% | 99.66% |
| 25.08.2020 | 0.62% | 1.59 | 1.60 | 160'000 | 160'000 | 160'000 | 160'000 | 257'097 | 258'697 | 98.96% | 98.96% |
| 24.08.2020 | 0.59% | 1.63 | 1.64 | 160'000 | 160'000 | 160'000 | 160'000 | 270'909 | 272'509 | 99.57% | 99.57% |
| 21.08.2020 | 0.63% | 1.58 | 1.59 | 160'000 | 160'000 | 160'000 | 160'000 | 251'905 | 253'505 | 99.51% | 99.51% |
| 20.08.2020 | 0.62% | 1.58 | 1.59 | 160'000 | 160'000 | 160'000 | 160'000 | 256'878 | 258'478 | 99.44% | 99.44% |
| 19.08.2020 | 0.61% | 1.65 | 1.66 | 160'000 | 160'000 | 160'000 | 160'000 | 262'231 | 263'831 | 99.94% | 99.94% |
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