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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 | - | - |
| 06.11.2020 | 5.53% | 0.65 | 0.69 | 100'000 | 100'000 | 99'989 | 99'978 | 70'887 | 74'877 | 100.00% | 100.00% |
| 05.11.2020 | 5.81% | 0.70 | 0.74 | 100'000 | 100'000 | 100'000 | 100'000 | 67'118 | 71'118 | 100.00% | 100.00% |
| 04.11.2020 | 4.10% | 0.76 | 0.80 | 100'000 | 100'000 | 100'000 | 99'960 | 97'070 | 101'026 | 99.99% | 99.99% |
| 03.11.2020 | 2.74% | 1.33 | 1.37 | 100'000 | 100'000 | 99'818 | 99'817 | 144'148 | 148'139 | 100.00% | 100.00% |
| 02.11.2020 | 2.12% | 1.76 | 1.80 | 100'000 | 100'000 | 99'670 | 99'587 | 187'131 | 190'946 | 100.00% | 100.00% |
| 30.10.2020 | 1.76% | 2.21 | 2.25 | 100'000 | 100'000 | 99'880 | 99'856 | 224'076 | 227'993 | 96.86% | 96.86% |
| 29.10.2020 | 0.47% | 2.16 | 2.17 | 100'000 | 100'000 | 99'511 | 99'394 | 212'247 | 213'011 | 99.99% | 99.99% |
| 28.10.2020 | 0.51% | 2.02 | 2.03 | 100'000 | 100'000 | 99'579 | 99'586 | 196'699 | 197'705 | 100.00% | 100.00% |
| 27.10.2020 | 0.69% | 1.56 | 1.57 | 100'000 | 67'760 | 99'391 | 99'084 | 144'310 | 144'856 | 100.00% | 100.00% |
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