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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 | - | - |
| 23.11.2020 | 6.71% | 0.16 | 0.17 | 40'000 | 40'000 | 40'000 | 40'000 | 5'787 | 6'187 | 99.98% | 99.98% |
| 20.11.2020 | 4.96% | 0.20 | 0.21 | 40'000 | 40'000 | 40'000 | 40'000 | 7'876 | 8'276 | 100.00% | 100.00% |
| 19.11.2020 | 4.62% | 0.23 | 0.24 | 40'000 | 40'000 | 40'000 | 40'000 | 8'467 | 8'867 | 100.00% | 100.00% |
| 18.11.2020 | 6.29% | 0.13 | 0.14 | 40'000 | 40'000 | 40'000 | 40'000 | 6'215 | 6'615 | 99.87% | 99.87% |
| 17.11.2020 | 5.15% | 0.18 | 0.19 | 40'000 | 40'000 | 40'000 | 40'000 | 7'599 | 7'999 | 93.27% | 93.27% |
| 16.11.2020 | 5.11% | 0.17 | 0.18 | 40'000 | 40'000 | 40'000 | 40'000 | 7'823 | 8'223 | 99.95% | 99.95% |
| 13.11.2020 | 3.33% | 0.29 | 0.30 | 40'000 | 40'000 | 40'000 | 40'000 | 11'819 | 12'219 | 100.00% | 100.00% |
| 12.11.2020 | 3.55% | 0.31 | 0.32 | 40'000 | 40'000 | 40'000 | 40'000 | 11'137 | 11'537 | 100.00% | 100.00% |
| 11.11.2020 | 3.94% | 0.25 | 0.26 | 40'000 | 40'000 | 40'000 | 40'000 | 9'981 | 10'381 | 98.66% | 98.66% |
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