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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 | - | - |
| 22.12.2020 | - | 0.00 | - | 10'000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 23.36% |
| 21.12.2020 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
| 18.12.2020 | 133.33% | 0.01 | 0.05 | 4'000 | 4'000 | 4'000 | 4'000 | 40 | 200 | 3.43% | 7.13% |
| 17.12.2020 | 133.33% | 0.01 | 0.05 | 20'000 | 20'000 | 11'998 | 11'998 | 120 | 600 | 90.17% | 90.17% |
| 16.12.2020 | 137.78% | 0.00 | 0.05 | 20'000 | 20'000 | 11'389 | 11'389 | 100 | 569 | 94.64% | 94.64% |
| 15.12.2020 | 133.33% | 0.01 | 0.05 | 20'000 | 20'000 | 11'738 | 11'738 | 117 | 587 | 87.84% | 87.84% |
| 14.12.2020 | 133.33% | 0.01 | 0.05 | 20'000 | 20'000 | 11'440 | 11'440 | 114 | 572 | 95.12% | 95.12% |
| 11.12.2020 | 133.33% | 0.01 | 0.05 | 20'000 | 20'000 | 11'467 | 11'467 | 115 | 573 | 92.73% | 92.73% |
| 10.12.2020 | 132.38% | 0.01 | 0.05 | 20'000 | 20'000 | 11'457 | 11'457 | 116 | 573 | 95.47% | 95.47% |
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