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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 | - | - |
| 29.09.2021 | - | 0.53 | 1.15 | 50'000 | 100'000 | 0 | 0 | 0 | 0 | 0.00% | 99.93% |
| 28.09.2021 | 2.78% | 1.07 | 1.10 | 100'000 | 100'000 | 100'000 | 100'000 | 106'329 | 109'329 | 26.47% | 99.91% |
| 27.09.2021 | 2.42% | 1.31 | 1.34 | 100'000 | 100'000 | 100'000 | 100'000 | 123'110 | 126'110 | 100.00% | 100.00% |
| 24.09.2021 | 2.41% | 1.09 | 1.12 | 100'000 | 100'000 | 100'000 | 100'000 | 123'720 | 126'720 | 76.34% | 99.98% |
| 23.09.2021 | 2.23% | 1.25 | 1.28 | 100'000 | 100'000 | 100'000 | 100'000 | 133'175 | 136'175 | 99.70% | 99.70% |
| 22.09.2021 | 2.16% | 1.52 | 1.55 | 100'000 | 100'000 | 100'000 | 100'000 | 137'775 | 140'775 | 99.97% | 99.97% |
| 21.09.2021 | 2.56% | 1.23 | 1.26 | 100'000 | 100'000 | 100'000 | 100'000 | 116'136 | 119'136 | 94.88% | 99.99% |
| 20.09.2021 | 2.70% | 1.05 | 1.08 | 100'000 | 100'000 | 100'000 | 100'000 | 109'822 | 112'822 | 81.42% | 99.95% |
| 17.09.2021 | 2.01% | 1.18 | 1.21 | 100'000 | 100'000 | 100'000 | 100'000 | 151'230 | 154'230 | 99.99% | 100.00% |
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