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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 | - | - |
| 19.03.2021 | 133.33% | 0.00 | 0.01 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 1'000 | 1'250 | 100.00% | 100.00% |
| 18.03.2021 | 73.01% | 0.01 | 0.01 | 1'000'000 | 250'000 | 999'956 | 250'000 | 4'666 | 2'500 | 100.00% | 100.00% |
| 17.03.2021 | 54.08% | 0.01 | 0.01 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 7'825 | 3'207 | 100.00% | 100.00% |
| 16.03.2021 | 17.14% | 0.03 | 0.04 | 1'000'000 | 250'000 | 999'594 | 249'807 | 27'150 | 8'035 | 99.99% | 99.99% |
| 15.03.2021 | 20.02% | 0.02 | 0.03 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 22'921 | 6'980 | 95.67% | 95.67% |
| 12.03.2021 | 12.72% | 0.04 | 0.04 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 37'629 | 10'657 | 99.98% | 99.98% |
| 11.03.2021 | 11.69% | 0.04 | 0.05 | 1'000'000 | 250'000 | 999'897 | 255'198 | 40'578 | 11'667 | 99.95% | 99.95% |
| 10.03.2021 | 14.58% | 0.03 | 0.04 | 1'000'000 | 250'000 | 1'000'000 | 249'894 | 32'218 | 9'300 | 99.98% | 99.98% |
| 09.03.2021 | 15.95% | 0.04 | 0.04 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 30'398 | 8'850 | 99.66% | 99.66% |
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