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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 | 2.04% | 0.97 | 0.99 | 20'000 | 20'000 | 20'000 | 20'000 | 19'422 | 19'822 | 3.43% | 7.12% |
| 17.12.2020 | 1.70% | 0.97 | 0.98 | 100'000 | 100'000 | 37'691 | 37'691 | 38'027 | 38'560 | 96.70% | 96.70% |
| 16.12.2020 | 1.06% | 1.06 | 1.07 | 100'000 | 100'000 | 37'726 | 37'726 | 39'714 | 40'113 | 96.66% | 96.66% |
| 15.12.2020 | 1.04% | 1.10 | 1.11 | 100'000 | 100'000 | 37'740 | 37'740 | 40'509 | 40'907 | 96.63% | 96.63% |
| 14.12.2020 | 1.03% | 1.01 | 1.02 | 100'000 | 100'000 | 37'565 | 37'565 | 39'075 | 39'472 | 97.57% | 97.57% |
| 11.12.2020 | 0.99% | 1.12 | 1.13 | 100'000 | 100'000 | 37'710 | 37'710 | 42'274 | 42'672 | 96.72% | 96.72% |
| 10.12.2020 | 1.06% | 1.07 | 1.08 | 100'000 | 100'000 | 37'725 | 37'725 | 39'755 | 40'153 | 96.65% | 96.65% |
| 09.12.2020 | 1.16% | 1.00 | 1.01 | 100'000 | 100'000 | 38'589 | 38'589 | 37'519 | 37'927 | 92.15% | 92.15% |
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