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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 | 1.55% | 0.59 | 0.60 | 250'000 | 250'000 | 249'991 | 249'987 | 161'456 | 163'952 | 100.00% | 100.00% |
| 05.11.2020 | 1.61% | 0.64 | 0.65 | 250'000 | 250'000 | 249'995 | 249'990 | 154'348 | 156'845 | 99.97% | 99.97% |
| 04.11.2020 | 1.10% | 0.71 | 0.72 | 250'000 | 250'000 | 249'972 | 249'976 | 230'309 | 232'815 | 99.83% | 99.83% |
| 03.11.2020 | 0.72% | 1.28 | 1.29 | 250'000 | 250'000 | 249'913 | 249'934 | 348'014 | 350'545 | 100.00% | 100.00% |
| 02.11.2020 | 0.55% | 1.69 | 1.70 | 250'000 | 250'000 | 250'000 | 249'975 | 451'279 | 453'737 | 99.57% | 99.57% |
| 30.10.2020 | 0.46% | 2.14 | 2.15 | 250'000 | 250'000 | 249'959 | 249'988 | 541'447 | 544'011 | 99.60% | 99.60% |
| 29.10.2020 | 0.49% | 2.08 | 2.09 | 250'000 | 250'000 | 249'984 | 249'996 | 510'273 | 512'800 | 99.69% | 99.69% |
| 28.10.2020 | 0.53% | 1.93 | 1.94 | 250'000 | 250'000 | 249'928 | 249'968 | 469'756 | 472'323 | 99.98% | 99.98% |
| 27.10.2020 | 0.72% | 1.48 | 1.49 | 250'000 | 250'000 | 249'972 | 249'989 | 344'952 | 347'476 | 98.94% | 98.94% |
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