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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 | - | - |
| 06.11.2020 | 1.04% | 0.88 | 0.89 | 50'000 | 50'000 | 50'000 | 50'000 | 48'191 | 48'691 | 100.00% | 100.00% |
| 05.11.2020 | 1.00% | 0.83 | 0.84 | 50'000 | 50'000 | 50'000 | 50'000 | 50'244 | 50'744 | 100.00% | 100.00% |
| 04.11.2020 | 0.63% | 1.21 | 1.22 | 50'000 | 50'000 | 50'000 | 50'000 | 80'020 | 80'520 | 100.00% | 100.00% |
| 03.11.2020 | 0.54% | 1.63 | 1.64 | 50'000 | 50'000 | 50'000 | 50'000 | 92'335 | 92'835 | 100.00% | 100.00% |
| 02.11.2020 | 0.44% | 2.27 | 2.28 | 50'000 | 50'000 | 50'000 | 50'000 | 114'647 | 115'147 | 100.00% | 100.00% |
| 30.10.2020 | 0.37% | 2.76 | 2.77 | 50'000 | 50'000 | 50'000 | 50'000 | 136'487 | 136'987 | 99.88% | 99.88% |
| 29.10.2020 | 0.39% | 2.58 | 2.59 | 50'000 | 50'000 | 50'000 | 50'000 | 127'349 | 127'849 | 100.00% | 100.00% |
| 28.10.2020 | 0.45% | 2.35 | 2.36 | 50'000 | 50'000 | 50'000 | 50'000 | 112'169 | 112'669 | 99.98% | 99.98% |
| 27.10.2020 | 0.65% | 1.59 | 1.60 | 50'000 | 50'000 | 50'000 | 50'000 | 76'652 | 77'152 | 100.00% | 100.00% |
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