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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 | - | - |
| 17.09.2021 | 0.94% | 1.09 | 1.10 | 50'000 | 50'000 | 50'699 | 50'699 | 53'391 | 53'898 | 95.82% | 95.82% |
| 16.09.2021 | 1.05% | 0.99 | 1.00 | 50'000 | 50'000 | 71'611 | 71'611 | 67'979 | 68'695 | 98.26% | 98.26% |
| 15.09.2021 | 1.11% | 0.89 | 0.90 | 75'000 | 75'000 | 75'000 | 75'000 | 67'139 | 67'889 | 95.78% | 95.78% |
| 14.09.2021 | 1.22% | 0.89 | 0.90 | 75'000 | 75'000 | 74'996 | 75'000 | 61'374 | 62'127 | 99.28% | 99.28% |
| 13.09.2021 | 1.41% | 0.78 | 0.79 | 75'000 | 75'000 | 77'263 | 77'324 | 54'345 | 55'160 | 99.95% | 99.95% |
| 10.09.2021 | 1.44% | 0.73 | 0.74 | 75'000 | 75'000 | 85'819 | 86'213 | 59'076 | 60'238 | 24.23% | 24.34% |
| 09.09.2021 | 1.90% | 0.62 | 0.63 | 100'000 | 100'000 | 107'609 | 107'631 | 56'201 | 57'291 | 92.97% | 92.97% |
| 08.09.2021 | 2.04% | 0.48 | 0.49 | 125'000 | 125'000 | 114'226 | 114'226 | 55'357 | 56'500 | 99.61% | 99.61% |
| 07.09.2021 | 1.98% | 0.50 | 0.51 | 100'000 | 100'000 | 104'046 | 104'046 | 52'068 | 53'109 | 100.00% | 100.00% |
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