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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 | - | - |
| 19.03.2021 | 1.47% | 1.33 | 1.35 | 600'000 | 50'000 | 600'000 | 50'000 | 812'733 | 68'728 | 100.00% | 100.00% |
| 18.03.2021 | 1.38% | 1.29 | 1.31 | 600'000 | 50'000 | 600'000 | 50'000 | 866'676 | 73'223 | 98.96% | 98.96% |
| 17.03.2021 | 0.75% | 1.94 | 1.96 | 600'000 | 50'000 | 600'000 | 50'000 | 1'189'160 | 99'846 | 99.77% | 99.77% |
| 16.03.2021 | 0.75% | 2.08 | 2.10 | 600'000 | 50'000 | 600'000 | 50'000 | 1'190'630 | 99'969 | 100.00% | 100.00% |
| 15.03.2021 | 0.76% | 1.96 | 1.97 | 600'000 | 50'000 | 600'000 | 50'000 | 1'178'300 | 98'942 | 99.78% | 99.78% |
| 12.03.2021 | 0.77% | 1.89 | 1.90 | 600'000 | 50'000 | 600'000 | 50'000 | 1'166'450 | 97'954 | 94.67% | 94.67% |
| 11.03.2021 | 0.76% | 1.98 | 2.00 | 600'000 | 50'000 | 600'000 | 50'000 | 1'172'410 | 98'451 | 100.00% | 100.00% |
| 10.03.2021 | 0.79% | 1.91 | 1.92 | 600'000 | 50'000 | 600'000 | 50'000 | 1'137'880 | 95'573 | 99.79% | 99.79% |
| 09.03.2021 | 0.89% | 1.80 | 1.82 | 600'000 | 50'000 | 600'000 | 50'000 | 1'012'850 | 85'154 | 100.00% | 100.00% |
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