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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 | - | - |
| 16.04.2020 | 175.00% | 0.00 | 0.02 | 1'000'000 | 250'000 | 1'000'000 | 249'979 | 1'000 | 3'750 | 99.99% | 99.99% |
| 15.04.2020 | 124.51% | 0.02 | 0.03 | 1'000'000 | 250'000 | 999'851 | 250'000 | 6'249 | 4'296 | 100.00% | 100.00% |
| 14.04.2020 | 22.38% | 0.03 | 0.03 | 1'000'000 | 250'000 | 970'288 | 250'377 | 19'988 | 6'467 | 43.36% | 43.36% |
| 09.04.2020 | 7.12% | 0.09 | 0.10 | 505'000 | 300'000 | 520'694 | 414'689 | 51'355 | 45'759 | 100.00% | 100.00% |
| 08.04.2020 | 6.73% | 0.12 | 0.13 | 375'000 | 375'000 | 362'514 | 362'195 | 52'145 | 55'712 | 99.92% | 99.92% |
| 07.04.2020 | 7.34% | 0.14 | 0.15 | 400'000 | 400'000 | 513'176 | 449'336 | 51'612 | 49'728 | 98.70% | 99.24% |
| 06.04.2020 | 6.53% | 0.14 | 0.15 | 375'000 | 375'000 | 353'078 | 353'151 | 52'297 | 55'834 | 99.90% | 99.90% |
| 03.04.2020 | 3.41% | 0.28 | 0.29 | 200'000 | 200'000 | 201'042 | 201'031 | 58'146 | 60'153 | 100.00% | 100.00% |
| 02.04.2020 | 2.59% | 0.36 | 0.37 | 200'000 | 200'000 | 174'093 | 174'404 | 66'373 | 68'231 | 97.50% | 97.50% |
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