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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 22.12.2020 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
| 21.12.2020 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
| 18.12.2020 | 2.88% | 2.04 | 2.11 | 30'000 | 4'000 | 30'000 | 4'000 | 61'697 | 8'466 | 3.43% | 7.13% |
| 17.12.2020 | 3.55% | 2.07 | 2.10 | 30'000 | 20'000 | 29'999 | 7'776 | 61'316 | 16'034 | 90.81% | 90.81% |
| 16.12.2020 | 5.46% | 2.26 | 2.31 | 30'000 | 20'000 | 30'000 | 7'548 | 65'941 | 17'631 | 96.62% | 96.62% |
| 15.12.2020 | 5.11% | 2.37 | 2.42 | 30'000 | 20'000 | 29'999 | 7'866 | 68'955 | 18'711 | 88.67% | 88.67% |
| 14.12.2020 | 5.12% | 2.39 | 2.44 | 30'000 | 20'000 | 30'000 | 7'513 | 70'011 | 18'297 | 97.59% | 97.59% |
| 11.12.2020 | 3.20% | 2.23 | 2.26 | 30'000 | 20'000 | 30'000 | 7'635 | 67'423 | 17'592 | 94.31% | 94.31% |
| 10.12.2020 | 3.37% | 2.28 | 2.31 | 30'000 | 20'000 | 30'000 | 7'544 | 64'311 | 16'666 | 96.70% | 96.70% |
| 09.12.2020 | 1.62% | 2.06 | 2.09 | 30'000 | 20'000 | 30'000 | 7'543 | 61'211 | 15'852 | 96.76% | 96.76% |
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