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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 | - | - |
| 17.12.2020 | - | - | 0.02 | 0 | 300'000 | 0 | 0 | 0 | 0 | 0.00% | 93.44% |
| 16.12.2020 | - | - | 0.02 | 0 | 300'000 | 0 | 0 | 0 | 0 | 0.00% | 99.16% |
| 15.12.2020 | 66.67% | 0.01 | 0.02 | 300'000 | 300'000 | 369'396 | 300'000 | 3'694 | 6'000 | 22.77% | 99.18% |
| 14.12.2020 | 66.67% | 0.01 | 0.02 | 300'000 | 300'000 | 470'467 | 300'000 | 4'705 | 6'000 | 97.08% | 99.09% |
| 11.12.2020 | 35.77% | 0.02 | 0.03 | 500'000 | 300'000 | 500'000 | 300'000 | 11'960 | 10'176 | 99.22% | 99.22% |
| 10.12.2020 | 56.62% | 0.02 | 0.03 | 500'000 | 300'000 | 500'000 | 300'000 | 6'883 | 7'130 | 95.23% | 95.23% |
| 09.12.2020 | 40.31% | 0.02 | 0.03 | 500'000 | 300'000 | 500'000 | 300'000 | 9'942 | 8'965 | 99.48% | 99.48% |
| 08.12.2020 | 24.74% | 0.02 | 0.03 | 500'000 | 300'000 | 500'000 | 300'000 | 18'442 | 14'065 | 99.44% | 99.44% |
| 07.12.2020 | 21.39% | 0.04 | 0.05 | 500'000 | 300'000 | 500'000 | 300'000 | 21'032 | 15'619 | 99.38% | 99.38% |
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