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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 | - | - |
| 18.12.2020 | 8.27% | 0.17 | 0.19 | 50'000 | 50'000 | 50'000 | 50'000 | 8'734 | 9'484 | 98.26% | 98.26% |
| 17.12.2020 | 9.46% | 0.18 | 0.19 | 50'000 | 50'000 | 50'000 | 50'000 | 7'626 | 8'376 | 98.40% | 98.40% |
| 16.12.2020 | 10.96% | 0.13 | 0.14 | 50'000 | 50'000 | 50'000 | 50'000 | 6'518 | 7'268 | 98.65% | 98.65% |
| 15.12.2020 | 12.12% | 0.11 | 0.12 | 60'000 | 60'000 | 60'000 | 60'000 | 7'027 | 7'927 | 96.24% | 96.24% |
| 14.12.2020 | 13.20% | 0.11 | 0.12 | 60'000 | 60'000 | 60'000 | 60'000 | 6'402 | 7'302 | 99.52% | 99.52% |
| 11.12.2020 | 13.61% | 0.13 | 0.14 | 70'000 | 70'000 | 70'000 | 70'000 | 7'448 | 8'498 | 96.14% | 96.14% |
| 10.12.2020 | 11.68% | 0.10 | 0.11 | 50'000 | 50'000 | 50'000 | 50'000 | 6'249 | 6'999 | 91.02% | 91.02% |
| 09.12.2020 | 9.29% | 0.14 | 0.16 | 60'000 | 60'000 | 60'000 | 60'000 | 9'260 | 10'160 | 88.15% | 88.15% |
| 08.12.2020 | 13.57% | 0.14 | 0.16 | 80'000 | 80'000 | 80'000 | 80'000 | 8'525 | 9'725 | 98.43% | 98.43% |
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