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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 | - | - |
| 23.10.2020 | 0.92% | 1.03 | 1.04 | 750'000 | 750'000 | 750'000 | 750'000 | 811'168 | 818'668 | 95.90% | 95.90% |
| 22.10.2020 | 1.33% | 0.85 | 0.86 | 750'000 | 750'000 | 749'999 | 750'000 | 571'474 | 578'974 | 98.21% | 98.21% |
| 21.10.2020 | 0.97% | 0.91 | 0.92 | 750'000 | 750'000 | 750'000 | 750'000 | 770'300 | 777'800 | 92.05% | 92.05% |
| 20.10.2020 | 0.73% | 1.29 | 1.30 | 750'000 | 750'000 | 750'000 | 749'990 | 1'029'620 | 1'037'110 | 99.99% | 99.99% |
| 19.10.2020 | 0.63% | 1.56 | 1.57 | 750'000 | 750'000 | 750'000 | 750'000 | 1'192'270 | 1'199'770 | 99.99% | 99.99% |
| 15.10.2020 | 0.94% | 1.15 | 1.16 | 750'000 | 750'000 | 750'000 | 750'000 | 799'232 | 806'732 | 99.35% | 99.35% |
| 14.10.2020 | 0.55% | 1.83 | 1.84 | 750'000 | 750'000 | 750'000 | 750'000 | 1'358'700 | 1'366'200 | 98.44% | 98.44% |
| 13.10.2020 | 0.53% | 1.74 | 1.75 | 750'000 | 750'000 | 750'000 | 750'000 | 1'404'990 | 1'412'490 | 99.98% | 99.98% |
| 12.10.2020 | 0.51% | 2.02 | 2.03 | 750'000 | 750'000 | 750'000 | 750'000 | 1'478'080 | 1'485'580 | 100.00% | 100.00% |
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