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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 | - | - |
| 31.08.2020 | 66.67% | 0.01 | 0.01 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 10'000 | 10'000 | 22.46% | 99.72% |
| 28.08.2020 | 66.67% | 0.01 | 0.02 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 10'000 | 10'000 | 100.00% | 100.00% |
| 27.08.2020 | 65.37% | 0.01 | 0.02 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 10'485 | 10'243 | 99.99% | 99.99% |
| 26.08.2020 | 66.67% | 0.01 | 0.02 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 10'000 | 10'000 | 100.00% | 100.00% |
| 25.08.2020 | 45.84% | 0.01 | 0.02 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 17'809 | 13'905 | 100.00% | 100.00% |
| 24.08.2020 | 45.28% | 0.02 | 0.03 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 18'022 | 14'011 | 99.94% | 99.94% |
| 21.08.2020 | 55.03% | 0.01 | 0.02 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 14'365 | 12'182 | 99.98% | 99.98% |
| 20.08.2020 | 42.12% | 0.02 | 0.03 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 19'206 | 14'603 | 99.35% | 99.35% |
| 19.08.2020 | 36.66% | 0.02 | 0.03 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 22'924 | 16'462 | 100.00% | 100.00% |
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