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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 | - | - |
| 14.10.2020 | 3.10% | 0.30 | 0.31 | 200'000 | 200'000 | 199'813 | 199'813 | 64'181 | 66'181 | 96.26% | 96.26% |
| 13.10.2020 | 2.36% | 0.36 | 0.37 | 200'000 | 200'000 | 200'000 | 200'000 | 83'985 | 85'985 | 99.99% | 99.99% |
| 12.10.2020 | 2.06% | 0.48 | 0.49 | 200'000 | 200'000 | 200'000 | 200'000 | 96'206 | 98'206 | 100.00% | 100.00% |
| 09.10.2020 | 1.91% | 0.49 | 0.50 | 200'000 | 200'000 | 200'000 | 200'000 | 103'915 | 105'915 | 99.97% | 99.97% |
| 08.10.2020 | 1.79% | 0.55 | 0.56 | 200'000 | 200'000 | 200'000 | 200'000 | 110'878 | 112'878 | 100.00% | 100.00% |
| 07.10.2020 | 1.98% | 0.49 | 0.50 | 200'000 | 200'000 | 200'000 | 200'000 | 100'250 | 102'250 | 100.00% | 100.00% |
| 06.10.2020 | 1.81% | 0.58 | 0.59 | 200'000 | 200'000 | 200'000 | 200'000 | 110'006 | 112'006 | 99.96% | 99.96% |
| 05.10.2020 | 1.86% | 0.57 | 0.58 | 200'000 | 200'000 | 193'486 | 193'486 | 109'354 | 111'354 | 99.99% | 99.99% |
| 02.10.2020 | 2.15% | 0.51 | 0.52 | 200'000 | 200'000 | 200'000 | 200'000 | 92'284 | 94'284 | 98.66% | 98.66% |
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