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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 | - | - |
| 13.11.2020 | 8.70% | 0.10 | 0.11 | 120'000 | 120'000 | 120'000 | 120'000 | 13'271 | 14'471 | 100.00% | 100.00% |
| 12.11.2020 | 8.21% | 0.13 | 0.14 | 120'000 | 120'000 | 120'000 | 120'000 | 14'166 | 15'366 | 99.99% | 99.99% |
| 11.11.2020 | 9.44% | 0.10 | 0.11 | 120'000 | 120'000 | 119'993 | 120'000 | 12'175 | 13'375 | 100.00% | 100.00% |
| 10.11.2020 | 6.83% | 0.11 | 0.12 | 120'000 | 120'000 | 120'000 | 119'912 | 17'173 | 18'360 | 99.30% | 99.30% |
| 09.11.2020 | 3.78% | 0.22 | 0.23 | 120'000 | 120'000 | 119'976 | 119'858 | 32'430 | 33'603 | 99.68% | 99.68% |
| 06.11.2020 | 2.53% | 0.39 | 0.40 | 120'000 | 120'000 | 120'000 | 120'000 | 46'876 | 48'076 | 99.99% | 99.99% |
| 05.11.2020 | 2.41% | 0.39 | 0.40 | 120'000 | 120'000 | 120'000 | 120'000 | 49'168 | 50'368 | 100.00% | 100.00% |
| 04.11.2020 | 2.07% | 0.46 | 0.47 | 120'000 | 120'000 | 120'000 | 120'000 | 57'375 | 58'575 | 99.98% | 99.98% |
| 03.11.2020 | 2.06% | 0.45 | 0.46 | 120'000 | 120'000 | 120'000 | 120'000 | 57'778 | 58'978 | 100.00% | 100.00% |
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