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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 | - | - |
| 24.11.2020 | 4.22% | 0.21 | 0.22 | 40'000 | 40'000 | 40'000 | 40'000 | 9'316 | 9'716 | 98.38% | 98.38% |
| 23.11.2020 | 3.05% | 0.34 | 0.35 | 40'000 | 40'000 | 40'000 | 40'000 | 12'936 | 13'336 | 99.99% | 99.99% |
| 20.11.2020 | 2.63% | 0.38 | 0.39 | 40'000 | 40'000 | 40'000 | 40'000 | 15'040 | 15'440 | 100.00% | 100.00% |
| 19.11.2020 | 2.53% | 0.40 | 0.41 | 40'000 | 40'000 | 40'000 | 40'000 | 15'633 | 16'033 | 100.00% | 100.00% |
| 18.11.2020 | 2.95% | 0.30 | 0.31 | 40'000 | 40'000 | 40'000 | 40'000 | 13'381 | 13'781 | 99.87% | 99.87% |
| 17.11.2020 | 2.68% | 0.36 | 0.37 | 40'000 | 40'000 | 40'000 | 40'000 | 14'767 | 15'167 | 93.27% | 93.27% |
| 16.11.2020 | 2.65% | 0.34 | 0.35 | 40'000 | 40'000 | 40'000 | 40'000 | 14'997 | 15'397 | 99.98% | 99.98% |
| 13.11.2020 | 2.08% | 0.47 | 0.48 | 40'000 | 40'000 | 40'000 | 40'000 | 19'019 | 19'419 | 100.00% | 100.00% |
| 12.11.2020 | 2.17% | 0.49 | 0.50 | 40'000 | 40'000 | 40'000 | 40'000 | 18'305 | 18'705 | 100.00% | 100.00% |
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