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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 | - | - |
| 17.12.2021 | 142.86% | 0.00 | 0.01 | 1'000'000 | 600'000 | 999'837 | 600'000 | 1'000 | 3'600 | 97.25% | 100.00% |
| 16.12.2021 | 48.40% | 0.01 | 0.01 | 1'000'000 | 600'000 | 999'955 | 600'000 | 8'439 | 8'063 | 99.87% | 99.87% |
| 15.12.2021 | 55.11% | 0.00 | 0.01 | 1'000'000 | 600'000 | 1'000'000 | 600'000 | 8'658 | 8'195 | 100.00% | 100.00% |
| 14.12.2021 | 46.93% | 0.01 | 0.01 | 1'000'000 | 600'000 | 999'884 | 600'000 | 8'494 | 8'097 | 100.00% | 100.00% |
| 13.12.2021 | 60.10% | 0.01 | 0.01 | 1'000'000 | 600'000 | 1'000'000 | 600'000 | 12'463 | 13'478 | 81.56% | 100.00% |
| 10.12.2021 | 30.14% | 0.02 | 0.03 | 1'000'000 | 600'000 | 1'000'000 | 599'945 | 28'837 | 23'300 | 99.99% | 99.99% |
| 09.12.2021 | 19.03% | 0.04 | 0.05 | 1'000'000 | 600'000 | 1'000'000 | 600'000 | 48'174 | 34'904 | 100.00% | 100.00% |
| 08.12.2021 | 15.57% | 0.07 | 0.08 | 1'000'000 | 500'000 | 1'000'000 | 580'954 | 60'177 | 40'583 | 99.92% | 99.92% |
| 07.12.2021 | 13.25% | 0.08 | 0.09 | 1'000'000 | 500'000 | 999'779 | 580'809 | 70'928 | 46'850 | 99.92% | 99.92% |
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