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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 22.12.2020 | - | 0.99 | - | 100'000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 99.88% |
| 21.12.2020 | - | 0.93 | - | 100'000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 89.94% |
| 18.12.2020 | - | 1.10 | 1.08 | 100'000 | 100'000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
| 17.12.2020 | 0.92% | 1.10 | 1.11 | 100'000 | 100'000 | 100'000 | 100'000 | 107'697 | 108'697 | 94.13% | 94.13% |
| 16.12.2020 | 0.99% | 1.04 | 1.05 | 100'000 | 100'000 | 100'000 | 100'000 | 101'011 | 102'011 | 94.31% | 94.31% |
| 15.12.2020 | 1.01% | 0.96 | 0.97 | 100'000 | 100'000 | 100'000 | 100'000 | 98'435 | 99'435 | 97.16% | 97.16% |
| 14.12.2020 | 1.01% | 1.00 | 1.01 | 100'000 | 100'000 | 100'000 | 100'000 | 98'804 | 99'804 | 100.00% | 100.00% |
| 11.12.2020 | 0.99% | 1.02 | 1.03 | 100'000 | 100'000 | 100'000 | 100'000 | 100'193 | 101'193 | 99.22% | 99.22% |
| 10.12.2020 | 0.93% | 1.04 | 1.05 | 100'000 | 100'000 | 100'000 | 100'000 | 106'662 | 107'662 | 96.86% | 96.86% |
| 09.12.2020 | 0.96% | 1.04 | 1.05 | 100'000 | 100'000 | 100'000 | 100'000 | 103'973 | 104'973 | 98.76% | 98.76% |
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