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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 | - | 7.58 | - | 10'000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 99.88% |
| 21.12.2020 | - | 7.23 | - | 10'000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 93.87% |
| 18.12.2020 | - | 8.84 | 9.49 | 10'000 | 3'000 | 0 | 0 | 0 | 0 | 0.00% | 99.97% |
| 17.12.2020 | 1.05% | 9.53 | 9.63 | 10'000 | 5'000 | 10'000 | 5'000 | 95'137 | 48'069 | 88.89% | 88.89% |
| 16.12.2020 | 1.01% | 9.22 | 9.32 | 10'000 | 5'000 | 10'000 | 5'000 | 98'301 | 49'650 | 99.89% | 99.89% |
| 15.12.2020 | 1.11% | 9.14 | 9.24 | 10'000 | 5'000 | 10'000 | 5'000 | 89'748 | 45'374 | 77.26% | 77.26% |
| 14.12.2020 | 1.09% | 8.64 | 8.74 | 10'000 | 5'000 | 10'000 | 5'000 | 91'203 | 46'101 | 99.70% | 99.70% |
| 11.12.2020 | 1.16% | 8.48 | 8.58 | 10'000 | 3'000 | 10'000 | 3'000 | 85'782 | 26'035 | 99.98% | 99.98% |
| 10.12.2020 | 0.95% | 9.99 | 10.09 | 10'000 | 3'000 | 10'000 | 3'000 | 105'621 | 31'986 | 99.94% | 99.94% |
| 09.12.2020 | 0.87% | 11.40 | 11.50 | 10'000 | 3'000 | 10'000 | 3'000 | 114'887 | 34'766 | 99.99% | 99.99% |
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