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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 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
| 21.12.2020 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
| 18.12.2020 | 1.02% | 9.74 | 9.86 | 10'000 | 2'000 | 10'000 | 2'000 | 97'414 | 19'683 | 3.43% | 7.12% |
| 17.12.2020 | 1.34% | 9.79 | 9.84 | 10'000 | 10'000 | 10'000 | 3'694 | 92'223 | 35'229 | 95.54% | 95.54% |
| 16.12.2020 | 1.32% | 9.15 | 9.20 | 10'000 | 10'000 | 10'000 | 3'774 | 92'152 | 34'802 | 96.56% | 96.56% |
| 15.12.2020 | 1.33% | 8.78 | 8.83 | 10'000 | 10'000 | 10'000 | 3'774 | 90'958 | 34'376 | 96.59% | 96.59% |
| 14.12.2020 | 1.35% | 9.56 | 9.61 | 10'000 | 10'000 | 10'000 | 3'757 | 90'879 | 35'192 | 97.53% | 97.53% |
| 11.12.2020 | 1.40% | 8.73 | 8.78 | 10'000 | 10'000 | 10'000 | 3'771 | 86'935 | 33'144 | 96.68% | 96.68% |
| 10.12.2020 | 1.30% | 9.14 | 9.19 | 10'000 | 10'000 | 10'000 | 3'770 | 93'577 | 35'282 | 96.56% | 96.56% |
| 09.12.2020 | 0.55% | 9.87 | 9.92 | 10'000 | 10'000 | 10'000 | 3'858 | 103'093 | 39'363 | 92.13% | 92.13% |
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