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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 | - | - |
| 20.10.2020 | 6.55% | 0.23 | 0.25 | 220'000 | 50'000 | 216'046 | 50'000 | 50'420 | 12'488 | 94.03% | 94.03% |
| 19.10.2020 | 5.99% | 0.24 | 0.26 | 210'000 | 50'000 | 195'718 | 50'000 | 51'330 | 13'940 | 100.00% | 100.00% |
| 15.10.2020 | 5.61% | 0.25 | 0.26 | 200'000 | 50'000 | 199'294 | 50'000 | 50'446 | 13'409 | 99.60% | 99.60% |
| 14.10.2020 | 4.18% | 0.34 | 0.35 | 150'000 | 50'000 | 140'907 | 50'000 | 51'550 | 19'093 | 98.80% | 98.80% |
| 13.10.2020 | 3.71% | 0.39 | 0.40 | 130'000 | 50'000 | 126'371 | 50'000 | 51'829 | 21'299 | 100.00% | 100.00% |
| 12.10.2020 | 3.66% | 0.45 | 0.47 | 120'000 | 50'000 | 112'413 | 50'000 | 51'598 | 23'818 | 99.90% | 99.90% |
| 09.10.2020 | 3.70% | 0.45 | 0.46 | 120'000 | 50'000 | 121'020 | 50'000 | 52'201 | 22'391 | 100.00% | 100.00% |
| 08.10.2020 | 4.02% | 0.39 | 0.40 | 130'000 | 50'000 | 138'090 | 50'000 | 52'133 | 19'660 | 96.34% | 96.34% |
| 07.10.2020 | 4.51% | 0.33 | 0.34 | 160'000 | 50'000 | 150'279 | 50'000 | 51'843 | 18'095 | 100.00% | 100.00% |
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