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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 | - | - |
| 31.08.2020 | 5.86% | 0.13 | 0.14 | 1'000'000 | 400'000 | 919'323 | 319'323 | 153'285 | 56'093 | 99.26% | 99.26% |
| 28.08.2020 | 5.85% | 0.16 | 0.17 | 900'000 | 300'000 | 924'178 | 324'178 | 153'631 | 56'994 | 99.34% | 99.34% |
| 27.08.2020 | 5.16% | 0.18 | 0.19 | 900'000 | 300'000 | 900'000 | 300'000 | 170'175 | 59'725 | 99.23% | 99.23% |
| 26.08.2020 | 5.05% | 0.19 | 0.20 | 900'000 | 300'000 | 900'000 | 300'000 | 173'793 | 60'931 | 98.86% | 98.86% |
| 25.08.2020 | 4.44% | 0.20 | 0.21 | 900'000 | 300'000 | 900'000 | 300'000 | 198'771 | 69'257 | 99.24% | 99.24% |
| 24.08.2020 | 5.07% | 0.21 | 0.22 | 900'000 | 300'000 | 900'753 | 300'753 | 173'301 | 60'864 | 99.26% | 99.26% |
| 21.08.2020 | 5.88% | 0.16 | 0.17 | 1'000'000 | 400'000 | 985'887 | 385'887 | 163'526 | 67'689 | 98.97% | 98.97% |
| 20.08.2020 | 4.99% | 0.19 | 0.20 | 1'000'000 | 400'000 | 907'524 | 307'524 | 177'403 | 63'162 | 99.27% | 99.27% |
| 19.08.2020 | 4.52% | 0.22 | 0.23 | 900'000 | 300'000 | 900'000 | 300'000 | 194'930 | 67'977 | 98.57% | 98.57% |
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