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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 | - | - |
| 19.03.2021 | 0.98% | 1.00 | 1.00 | 450'000 | 100'000 | 450'000 | 100'000 | 458'193 | 102'821 | 100.00% | 100.00% |
| 18.03.2021 | 0.94% | 1.09 | 1.10 | 450'000 | 100'000 | 450'000 | 100'000 | 474'987 | 106'553 | 98.69% | 98.69% |
| 17.03.2021 | 1.04% | 0.96 | 0.97 | 450'000 | 100'000 | 450'000 | 100'000 | 429'095 | 96'354 | 99.76% | 99.76% |
| 16.03.2021 | 1.01% | 0.98 | 0.99 | 450'000 | 100'000 | 450'000 | 100'000 | 442'094 | 99'243 | 100.00% | 100.00% |
| 15.03.2021 | 0.96% | 0.98 | 0.99 | 450'000 | 100'000 | 450'000 | 100'000 | 468'523 | 105'116 | 99.78% | 99.78% |
| 12.03.2021 | 0.93% | 1.06 | 1.07 | 450'000 | 100'000 | 450'000 | 100'000 | 483'485 | 108'441 | 94.65% | 94.65% |
| 11.03.2021 | 0.86% | 1.17 | 1.18 | 450'000 | 100'000 | 450'000 | 100'000 | 519'497 | 116'444 | 100.00% | 100.00% |
| 10.03.2021 | 0.94% | 1.08 | 1.09 | 450'000 | 100'000 | 450'000 | 100'000 | 474'684 | 106'485 | 99.52% | 99.52% |
| 09.03.2021 | 1.41% | 1.07 | 1.09 | 450'000 | 100'000 | 450'000 | 100'000 | 476'071 | 107'294 | 100.00% | 100.00% |
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