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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 | - | - |
| 22.05.2020 | 12.69% | 0.27 | 0.31 | 190'000 | 50'000 | 174'252 | 50'000 | 51'420 | 17'431 | 94.17% | 96.59% |
| 20.05.2020 | 15.76% | 0.10 | 0.18 | 500'000 | 50'000 | 217'928 | 50'000 | 50'878 | 14'091 | 91.23% | 99.55% |
| 19.05.2020 | 11.99% | 0.30 | 0.34 | 170'000 | 50'000 | 165'154 | 50'000 | 51'727 | 17'984 | 99.84% | 100.00% |
| 18.05.2020 | 7.61% | 0.33 | 0.37 | 160'000 | 50'000 | 104'258 | 50'000 | 52'749 | 28'020 | 83.53% | 83.53% |
| 15.05.2020 | 4.31% | 0.94 | 0.98 | 60'000 | 50'000 | 60'170 | 50'000 | 54'707 | 47'473 | 99.86% | 99.86% |
| 14.05.2020 | 3.73% | 1.03 | 1.07 | 50'000 | 50'000 | 51'877 | 50'000 | 54'664 | 54'867 | 100.00% | 100.00% |
| 13.05.2020 | 5.42% | 0.75 | 0.79 | 70'000 | 50'000 | 74'530 | 50'000 | 53'501 | 37'980 | 100.00% | 100.00% |
| 12.05.2020 | 7.62% | 0.51 | 0.55 | 100'000 | 50'000 | 103'408 | 50'000 | 52'211 | 27'290 | 93.02% | 93.02% |
| 11.05.2020 | 7.69% | 0.55 | 0.59 | 100'000 | 50'000 | 104'776 | 50'000 | 52'400 | 27'467 | 90.95% | 90.95% |
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