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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 | - | - |
| 18.03.2021 | 163.64% | 0.00 | 0.01 | 1'000'000 | 250'000 | 994'335 | 250'000 | 994 | 2'500 | 94.24% | 94.24% |
| 17.03.2021 | 163.64% | 0.00 | 0.01 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 1'000 | 2'500 | 100.00% | 100.00% |
| 16.03.2021 | 107.35% | 0.00 | 0.02 | 1'000'000 | 250'000 | 996'563 | 250'000 | 4'521 | 3'750 | 99.25% | 99.25% |
| 15.03.2021 | 100.00% | 0.01 | 0.02 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 5'000 | 3'750 | 100.00% | 100.00% |
| 12.03.2021 | 64.82% | 0.01 | 0.02 | 1'000'000 | 250'000 | 1'000'000 | 249'980 | 10'553 | 5'138 | 100.00% | 100.00% |
| 11.03.2021 | 49.29% | 0.02 | 0.03 | 1'000'000 | 250'000 | 1'000'000 | 249'971 | 15'357 | 6'338 | 99.11% | 99.11% |
| 10.03.2021 | 43.02% | 0.02 | 0.03 | 1'000'000 | 250'000 | 1'000'000 | 249'796 | 18'703 | 7'171 | 100.00% | 100.00% |
| 09.03.2021 | 27.81% | 0.03 | 0.04 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 31'102 | 10'275 | 87.01% | 87.01% |
| 08.03.2021 | 16.74% | 0.04 | 0.05 | 1'000'000 | 250'000 | 860'699 | 386'409 | 47'932 | 26'250 | 99.99% | 99.99% |
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