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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 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
| 18.03.2021 | 20.22% | 0.14 | 0.16 | 50'000 | 50'000 | 50'000 | 50'000 | 6'681 | 8'181 | 61.21% | 80.82% |
| 17.03.2021 | 28.87% | 0.10 | 0.13 | 50'000 | 50'000 | 50'000 | 50'000 | 4'482 | 5'982 | 100.00% | 100.00% |
| 16.03.2021 | 27.13% | 0.09 | 0.12 | 50'000 | 50'000 | 50'000 | 50'000 | 4'813 | 6'314 | 98.24% | 98.24% |
| 15.03.2021 | 34.40% | 0.08 | 0.11 | 50'000 | 50'000 | 50'000 | 50'000 | 3'246 | 4'576 | 95.73% | 95.73% |
| 12.03.2021 | 42.72% | 0.03 | 0.05 | 50'000 | 50'000 | 161'481 | 72'296 | 4'359 | 3'019 | 99.96% | 99.96% |
| 11.03.2021 | 50.16% | 0.02 | 0.03 | 300'000 | 100'000 | 300'000 | 100'000 | 4'857 | 2'619 | 92.62% | 99.32% |
| 10.03.2021 | 66.67% | 0.01 | 0.02 | 300'000 | 100'000 | 300'000 | 100'000 | 3'000 | 2'000 | 86.66% | 86.66% |
| 09.03.2021 | 66.67% | 0.01 | 0.02 | 300'000 | 100'000 | 300'000 | 100'000 | 3'000 | 2'000 | 97.59% | 99.70% |
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