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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 | - | 2.03 | - | 30'000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 99.95% |
| 21.12.2020 | - | 1.91 | - | 30'000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 92.96% |
| 18.12.2020 | - | 2.51 | 2.76 | 20'000 | 10'000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
| 17.12.2020 | 1.07% | 2.78 | 2.81 | 20'000 | 10'000 | 20'000 | 10'000 | 55'624 | 28'112 | 100.00% | 100.00% |
| 16.12.2020 | 1.03% | 2.67 | 2.70 | 20'000 | 10'000 | 20'000 | 10'000 | 58'007 | 29'303 | 99.92% | 99.92% |
| 15.12.2020 | 1.16% | 2.64 | 2.67 | 20'000 | 10'000 | 21'041 | 10'000 | 53'919 | 25'977 | 100.00% | 100.00% |
| 14.12.2020 | 1.14% | 2.45 | 2.48 | 30'000 | 10'000 | 21'798 | 10'000 | 56'944 | 26'574 | 100.00% | 100.00% |
| 11.12.2020 | 2.05% | 2.38 | 2.43 | 30'000 | 10'000 | 28'390 | 10'000 | 68'330 | 24'653 | 99.98% | 99.98% |
| 10.12.2020 | 1.56% | 2.98 | 3.03 | 20'000 | 10'000 | 20'000 | 10'000 | 64'342 | 32'671 | 99.96% | 99.96% |
| 09.12.2020 | 1.38% | 3.57 | 3.62 | 20'000 | 10'000 | 20'000 | 10'000 | 72'079 | 36'540 | 99.99% | 99.99% |
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