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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 | - | - |
| 21.10.2020 | 3.04% | 0.26 | 0.27 | 250'000 | 213'000 | 249'826 | 249'569 | 82'894 | 85'317 | 90.67% | 90.67% |
| 20.10.2020 | 1.81% | 0.53 | 0.54 | 250'000 | 250'000 | 249'984 | 249'961 | 137'551 | 140'038 | 99.99% | 99.99% |
| 19.10.2020 | 1.45% | 0.60 | 0.61 | 250'000 | 250'000 | 249'655 | 249'925 | 171'783 | 174'483 | 99.62% | 99.62% |
| 15.10.2020 | 2.43% | 0.40 | 0.41 | 250'000 | 250'000 | 249'966 | 249'748 | 103'038 | 105'443 | 99.99% | 99.99% |
| 14.10.2020 | 1.09% | 0.82 | 0.83 | 250'000 | 250'000 | 249'996 | 249'993 | 229'168 | 231'665 | 99.67% | 99.67% |
| 13.10.2020 | 1.00% | 0.90 | 0.91 | 250'000 | 250'000 | 250'000 | 250'000 | 249'144 | 251'644 | 100.00% | 100.00% |
| 12.10.2020 | 1.03% | 0.99 | 1.00 | 250'000 | 250'000 | 249'999 | 249'999 | 242'905 | 245'405 | 99.99% | 99.99% |
| 09.10.2020 | 1.13% | 0.92 | 0.93 | 250'000 | 250'000 | 250'000 | 250'000 | 220'781 | 223'281 | 99.66% | 99.66% |
| 08.10.2020 | 1.27% | 0.84 | 0.85 | 250'000 | 250'000 | 249'887 | 249'774 | 195'548 | 197'969 | 99.99% | 99.99% |
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