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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 | 13.34% | 0.36 | 0.41 | 30'000 | 30'000 | 30'000 | 30'000 | 10'500 | 12'000 | 100.00% | 100.00% |
| 18.06.2020 | 15.40% | 0.32 | 0.34 | 50'000 | 50'000 | 34'284 | 34'284 | 9'166 | 10'552 | 99.18% | 99.18% |
| 17.06.2020 | 13.94% | 0.29 | 0.31 | 50'000 | 50'000 | 34'292 | 34'292 | 9'974 | 11'367 | 99.12% | 99.12% |
| 16.06.2020 | 18.31% | 0.22 | 0.23 | 50'000 | 50'000 | 34'259 | 34'259 | 7'538 | 8'939 | 98.74% | 98.74% |
| 15.06.2020 | 24.14% | 0.13 | 0.14 | 60'000 | 60'000 | 36'569 | 36'569 | 4'191 | 5'230 | 82.88% | 82.88% |
| 12.06.2020 | 14.06% | 0.14 | 0.15 | 60'000 | 60'000 | 36'463 | 36'463 | 7'111 | 8'128 | 99.35% | 99.35% |
| 11.06.2020 | 13.62% | 0.18 | 0.19 | 50'000 | 50'000 | 34'332 | 34'332 | 7'473 | 8'510 | 98.53% | 98.53% |
| 10.06.2020 | 9.79% | 0.36 | 0.38 | 50'000 | 50'000 | 34'383 | 34'383 | 14'224 | 15'615 | 97.70% | 97.70% |
| 09.06.2020 | 9.28% | 0.48 | 0.50 | 50'000 | 50'000 | 34'343 | 34'343 | 15'422 | 16'814 | 98.48% | 98.48% |
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