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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 | 175.00% | 0.00 | 0.02 | 1'000'000 | 250'000 | 998'048 | 250'000 | 998 | 3'750 | 95.97% | 95.97% |
| 18.03.2021 | 175.00% | 0.00 | 0.02 | 1'000'000 | 250'000 | 998'464 | 250'000 | 998 | 3'750 | 81.13% | 81.13% |
| 17.03.2021 | 17.75% | 0.02 | 0.03 | 250'000 | 250'000 | 249'901 | 249'933 | 7'616 | 8'885 | 98.89% | 99.85% |
| 16.03.2021 | 7.57% | 0.06 | 0.06 | 250'000 | 250'000 | 249'449 | 249'839 | 16'202 | 17'494 | 98.00% | 98.67% |
| 15.03.2021 | 12.08% | 0.06 | 0.07 | 230'000 | 250'000 | 249'863 | 249'930 | 9'998 | 11'251 | 98.80% | 99.63% |
| 12.03.2021 | 12.73% | 0.03 | 0.04 | 250'000 | 250'000 | 249'987 | 248'740 | 9'506 | 10'700 | 95.93% | 96.01% |
| 11.03.2021 | 8.01% | 0.06 | 0.06 | 250'000 | 250'000 | 250'000 | 249'795 | 15'157 | 16'393 | 92.72% | 93.27% |
| 10.03.2021 | 8.12% | 0.10 | 0.10 | 250'000 | 246'000 | 224'695 | 223'665 | 17'173 | 18'484 | 96.57% | 96.80% |
| 09.03.2021 | 17.57% | 0.04 | 0.04 | 150'000 | 150'000 | 149'804 | 149'978 | 3'938 | 4'695 | 97.63% | 97.68% |
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