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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 22.12.2020 | - | 11.45 | - | 10'000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 99.88% |
| 21.12.2020 | - | 11.00 | - | 10'000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 93.87% |
| 18.12.2020 | - | 12.96 | 13.73 | 10'000 | 3'000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
| 17.12.2020 | 0.72% | 13.80 | 13.90 | 10'000 | 3'000 | 10'000 | 3'000 | 137'908 | 41'673 | 100.00% | 100.00% |
| 16.12.2020 | 0.70% | 13.42 | 13.52 | 10'000 | 3'000 | 10'000 | 3'000 | 141'602 | 42'781 | 99.89% | 99.89% |
| 15.12.2020 | 0.76% | 13.33 | 13.43 | 10'000 | 3'000 | 10'000 | 3'000 | 131'032 | 39'610 | 100.00% | 100.00% |
| 14.12.2020 | 0.75% | 12.70 | 12.80 | 10'000 | 3'000 | 10'000 | 3'000 | 132'948 | 40'185 | 100.00% | 100.00% |
| 11.12.2020 | 0.79% | 12.50 | 12.60 | 10'000 | 3'000 | 10'000 | 3'000 | 126'218 | 38'166 | 99.98% | 99.98% |
| 10.12.2020 | 1.00% | 14.27 | 14.42 | 10'000 | 3'000 | 10'000 | 3'000 | 149'437 | 45'281 | 99.94% | 99.94% |
| 09.12.2020 | 0.93% | 15.92 | 16.07 | 10'000 | 3'000 | 10'000 | 3'000 | 160'209 | 48'513 | 99.99% | 99.99% |
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