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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 | 4.16% | 1.40 | 1.47 | 40'000 | 6'000 | 40'000 | 6'000 | 56'436 | 8'825 | 3.43% | 7.13% |
| 17.12.2020 | 3.67% | 1.43 | 1.46 | 40'000 | 30'000 | 40'086 | 11'667 | 56'426 | 16'524 | 90.74% | 90.74% |
| 16.12.2020 | 2.09% | 1.59 | 1.62 | 40'000 | 20'000 | 39'533 | 7'549 | 61'945 | 12'304 | 96.57% | 96.57% |
| 15.12.2020 | 3.28% | 1.68 | 1.73 | 30'000 | 20'000 | 37'398 | 7'869 | 61'373 | 13'187 | 88.58% | 88.58% |
| 14.12.2020 | 1.95% | 1.71 | 1.74 | 30'000 | 20'000 | 31'654 | 7'513 | 53'386 | 12'904 | 97.58% | 97.58% |
| 11.12.2020 | 2.07% | 1.56 | 1.59 | 40'000 | 30'000 | 39'967 | 11'453 | 63'546 | 18'523 | 94.30% | 94.30% |
| 10.12.2020 | 2.19% | 1.60 | 1.63 | 40'000 | 30'000 | 40'000 | 11'315 | 59'869 | 17'332 | 96.68% | 96.68% |
| 09.12.2020 | 2.36% | 1.41 | 1.44 | 40'000 | 30'000 | 40'000 | 11'314 | 55'719 | 16'395 | 96.76% | 96.76% |
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