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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 | - | - |
| 25.05.2020 | 1.59% | 0.51 | 0.52 | 50'000 | 50'000 | 50'000 | 50'000 | 31'636 | 32'136 | 100.00% | 100.00% |
| 22.05.2020 | 0.90% | 1.07 | 1.08 | 250'000 | 250'000 | 93'852 | 93'852 | 101'676 | 102'614 | 99.38% | 99.38% |
| 20.05.2020 | 1.11% | 0.72 | 0.73 | 250'000 | 250'000 | 93'653 | 93'658 | 78'954 | 79'895 | 100.00% | 100.00% |
| 19.05.2020 | 1.00% | 0.95 | 0.96 | 250'000 | 250'000 | 93'676 | 93'670 | 92'428 | 93'358 | 100.00% | 100.00% |
| 18.05.2020 | 0.77% | 0.98 | 0.99 | 250'000 | 250'000 | 93'714 | 93'707 | 112'459 | 113'388 | 98.81% | 98.81% |
| 15.05.2020 | 0.50% | 2.13 | 2.14 | 250'000 | 250'000 | 88'939 | 88'938 | 179'507 | 180'394 | 93.02% | 93.02% |
| 14.05.2020 | 0.43% | 2.33 | 2.34 | 250'000 | 250'000 | 81'681 | 81'681 | 198'260 | 199'078 | 88.09% | 88.09% |
| 13.05.2020 | 0.56% | 1.89 | 1.90 | 250'000 | 250'000 | 89'013 | 89'019 | 161'398 | 162'298 | 94.10% | 94.10% |
| 12.05.2020 | 0.84% | 1.16 | 1.17 | 250'000 | 250'000 | 93'303 | 93'303 | 111'676 | 112'609 | 99.84% | 99.84% |
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