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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 | - | - |
| 08.12.2020 | 2.67% | 0.19 | 0.28 | 270'000 | 100'000 | 140'443 | 50'055 | 51'920 | 19'039 | 20.36% | 100.00% |
| 07.12.2020 | - | 0.17 | - | 300'000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 99.62% |
| 04.12.2020 | - | 0.22 | - | 230'000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 99.97% |
| 03.12.2020 | 2.37% | 0.38 | 0.39 | 140'000 | 100'000 | 123'986 | 60'729 | 51'766 | 25'557 | 100.00% | 100.00% |
| 02.12.2020 | 1.76% | 0.49 | 0.50 | 110'000 | 100'000 | 94'757 | 60'729 | 53'499 | 34'810 | 99.99% | 99.99% |
| 01.12.2020 | 1.96% | 0.42 | 0.43 | 120'000 | 100'000 | 103'136 | 58'962 | 52'051 | 30'165 | 95.69% | 99.99% |
| 30.11.2020 | 1.18% | 0.98 | 0.99 | 100'000 | 100'000 | 72'694 | 60'730 | 61'928 | 52'735 | 99.99% | 99.99% |
| 27.11.2020 | 1.36% | 0.70 | 0.71 | 100'000 | 100'000 | 77'511 | 60'729 | 56'547 | 44'745 | 100.00% | 100.00% |
| 26.11.2020 | 1.25% | 0.81 | 0.82 | 70'000 | 50'000 | 69'761 | 50'000 | 55'694 | 40'424 | 100.00% | 100.00% |
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