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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 | - | - |
| 19.11.2020 | 1.26% | 0.82 | 0.83 | 75'000 | 75'000 | 75'000 | 75'000 | 59'415 | 60'165 | 100.00% | 100.00% |
| 18.11.2020 | 1.05% | 0.92 | 0.93 | 75'000 | 75'000 | 75'000 | 75'000 | 71'284 | 72'034 | 100.00% | 100.00% |
| 17.11.2020 | 1.02% | 0.97 | 0.98 | 75'000 | 75'000 | 75'000 | 75'000 | 73'420 | 74'170 | 99.02% | 99.02% |
| 16.11.2020 | 1.11% | 0.98 | 0.99 | 75'000 | 75'000 | 75'000 | 75'000 | 67'338 | 68'088 | 98.61% | 98.61% |
| 13.11.2020 | 1.20% | 0.84 | 0.85 | 75'000 | 75'000 | 75'000 | 75'000 | 62'107 | 62'857 | 100.00% | 100.00% |
| 12.11.2020 | 1.14% | 0.83 | 0.84 | 75'000 | 75'000 | 75'000 | 75'000 | 65'638 | 66'388 | 99.36% | 99.36% |
| 11.11.2020 | 1.16% | 0.93 | 0.94 | 75'000 | 75'000 | 75'058 | 75'058 | 64'587 | 65'338 | 99.92% | 99.92% |
| 10.11.2020 | 1.62% | 0.61 | 0.62 | 100'000 | 100'000 | 99'127 | 99'127 | 60'805 | 61'797 | 96.85% | 96.85% |
| 09.11.2020 | 1.33% | 0.74 | 0.75 | 75'000 | 75'000 | 76'374 | 76'374 | 57'578 | 58'342 | 95.04% | 95.04% |
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