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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 | - | - |
| 17.12.2020 | - | - | 0.01 | 0 | 30'000 | 0 | 0 | 0 | 0 | 0.00% | 77.36% |
| 16.12.2020 | 120.00% | 0.01 | 0.01 | 30'000 | 30'000 | 30'000 | 30'000 | 300 | 1'200 | 7.06% | 66.77% |
| 15.12.2020 | 58.94% | 0.08 | 0.11 | 30'000 | 30'000 | 30'000 | 30'000 | 1'265 | 2'165 | 99.18% | 99.18% |
| 14.12.2020 | 34.96% | 0.03 | 0.06 | 30'000 | 30'000 | 30'000 | 30'000 | 2'655 | 3'555 | 83.70% | 83.70% |
| 11.12.2020 | 6.90% | 0.33 | 0.36 | 30'000 | 30'000 | 30'000 | 30'000 | 12'797 | 13'697 | 66.20% | 66.20% |
| 10.12.2020 | 10.02% | 0.28 | 0.31 | 30'000 | 30'000 | 30'000 | 30'000 | 8'578 | 9'478 | 37.93% | 37.93% |
| 09.12.2020 | 9.94% | 0.31 | 0.34 | 30'000 | 30'000 | 30'000 | 30'000 | 8'626 | 9'526 | 96.05% | 96.05% |
| 08.12.2020 | 2.25% | 0.36 | 0.39 | 30'000 | 30'000 | 30'000 | 30'000 | 18'049 | 18'423 | 30.97% | 30.97% |
| 07.12.2020 | 1.74% | 0.60 | 0.61 | 30'000 | 30'000 | 30'000 | 30'000 | 21'239 | 21'612 | 97.85% | 97.85% |
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