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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 | - | - |
| 04.08.2020 | 2.19% | 0.30 | 0.31 | 170'000 | 100'000 | 114'832 | 100'000 | 51'860 | 46'692 | 99.40% | 99.40% |
| 03.08.2020 | 1.94% | 0.49 | 0.50 | 110'000 | 100'000 | 102'758 | 100'000 | 52'503 | 52'160 | 89.89% | 89.89% |
| 31.07.2020 | 2.02% | 0.48 | 0.49 | 110'000 | 100'000 | 106'886 | 100'000 | 52'461 | 50'216 | 98.73% | 98.73% |
| 30.07.2020 | 1.46% | 0.80 | 0.81 | 100'000 | 100'000 | 100'000 | 100'000 | 68'088 | 69'088 | 98.39% | 98.39% |
| 29.07.2020 | 1.52% | 0.66 | 0.67 | 100'000 | 100'000 | 100'000 | 100'000 | 65'284 | 66'284 | 99.85% | 99.85% |
| 28.07.2020 | 1.14% | 0.71 | 0.72 | 100'000 | 100'000 | 100'000 | 100'000 | 87'712 | 88'712 | 99.40% | 99.40% |
| 27.07.2020 | 1.21% | 0.80 | 0.81 | 100'000 | 100'000 | 100'000 | 100'000 | 82'001 | 83'001 | 99.63% | 99.63% |
| 24.07.2020 | 0.81% | 1.16 | 1.17 | 100'000 | 100'000 | 100'000 | 100'000 | 122'577 | 123'577 | 98.80% | 98.80% |
| 23.07.2020 | 0.72% | 1.30 | 1.31 | 100'000 | 100'000 | 100'000 | 100'000 | 138'117 | 139'117 | 97.24% | 97.24% |
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