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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 | - | - |
| 29.05.2020 | 6.00% | 0.36 | 0.39 | 140'000 | 25'000 | 108'163 | 25'000 | 52'536 | 13'737 | 99.99% | 99.99% |
| 28.05.2020 | 3.89% | 0.67 | 0.70 | 80'000 | 25'000 | 71'694 | 25'000 | 54'253 | 19'719 | 99.95% | 99.95% |
| 27.05.2020 | 2.89% | 1.03 | 1.06 | 50'000 | 25'000 | 53'233 | 25'000 | 54'514 | 26'492 | 100.00% | 100.00% |
| 26.05.2020 | 3.73% | 0.99 | 1.02 | 60'000 | 25'000 | 67'752 | 25'000 | 53'540 | 20'617 | 100.00% | 100.00% |
| 25.05.2020 | 2.80% | 0.98 | 1.01 | 60'000 | 25'000 | 51'551 | 25'000 | 54'439 | 27'210 | 100.00% | 100.00% |
| 22.05.2020 | 2.86% | 0.89 | 0.92 | 60'000 | 25'000 | 52'972 | 25'000 | 54'664 | 26'687 | 96.44% | 96.44% |
| 20.05.2020 | 4.40% | 0.66 | 0.69 | 80'000 | 25'000 | 80'063 | 25'000 | 53'440 | 17'509 | 99.95% | 99.95% |
| 19.05.2020 | 3.09% | 0.80 | 0.83 | 70'000 | 25'000 | 55'473 | 25'000 | 53'050 | 25'084 | 99.99% | 99.99% |
| 18.05.2020 | 3.43% | 1.03 | 1.06 | 50'000 | 25'000 | 64'122 | 25'000 | 55'167 | 22'807 | 70.58% | 70.58% |
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