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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 | - | - |
| 05.01.2021 | 2.82% | 0.41 | 0.42 | 100'000 | 100'000 | 99'999 | 99'921 | 35'542 | 36'514 | 100.00% | 100.00% |
| 04.01.2021 | 5.82% | 0.32 | 0.33 | 100'000 | 100'000 | 100'000 | 100'000 | 18'363 | 19'363 | 62.26% | 99.97% |
| 30.12.2020 | - | 0.31 | - | 100'000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 96.91% |
| 29.12.2020 | - | 0.27 | - | 100'000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
| 28.12.2020 | - | 0.24 | - | 100'000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
| 23.12.2020 | 1.84% | 0.45 | 0.51 | 100'000 | 100'000 | 100'000 | 99'842 | 53'895 | 54'806 | 76.26% | 99.99% |
| 22.12.2020 | 1.50% | 0.63 | 0.64 | 100'000 | 100'000 | 100'000 | 100'000 | 66'247 | 67'247 | 100.00% | 100.00% |
| 21.12.2020 | 1.20% | 0.80 | 0.81 | 100'000 | 100'000 | 99'993 | 99'982 | 83'436 | 84'425 | 100.00% | 100.00% |
| 18.12.2020 | 2.64% | 0.40 | 0.38 | 100'000 | 100'000 | 100'000 | 100'000 | 37'378 | 38'378 | 16.71% | 99.85% |
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