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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 | 4.00% | 0.60 | 0.63 | 90'000 | 25'000 | 72'552 | 25'000 | 53'440 | 19'714 | 100.00% | 100.00% |
| 28.05.2020 | 2.96% | 0.91 | 0.94 | 60'000 | 25'000 | 53'093 | 25'000 | 52'897 | 25'736 | 99.96% | 99.96% |
| 27.05.2020 | 2.34% | 1.27 | 1.30 | 40'000 | 25'000 | 43'548 | 25'000 | 55'020 | 32'512 | 100.00% | 100.00% |
| 26.05.2020 | 2.87% | 1.23 | 1.26 | 50'000 | 25'000 | 53'879 | 25'000 | 55'527 | 26'624 | 100.00% | 100.00% |
| 25.05.2020 | 2.29% | 1.22 | 1.25 | 50'000 | 25'000 | 41'952 | 25'000 | 54'379 | 33'243 | 100.00% | 100.00% |
| 22.05.2020 | 2.33% | 1.14 | 1.17 | 50'000 | 25'000 | 43'085 | 25'000 | 54'800 | 32'721 | 96.45% | 96.45% |
| 20.05.2020 | 3.25% | 0.90 | 0.93 | 60'000 | 25'000 | 59'793 | 25'000 | 54'325 | 23'511 | 99.95% | 99.95% |
| 19.05.2020 | 2.46% | 1.04 | 1.07 | 50'000 | 25'000 | 44'404 | 25'000 | 53'281 | 31'119 | 100.00% | 100.00% |
| 18.05.2020 | 2.68% | 1.27 | 1.30 | 40'000 | 25'000 | 49'764 | 25'000 | 55'031 | 28'844 | 70.58% | 70.58% |
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