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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 | - | - |
| 17.12.2021 | - | 0.01 | 0.03 | 500'000 | 1'000'000 | 0 | 0 | 0 | 0 | 0.00% | 95.10% |
| 16.12.2021 | 22.55% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 56'926 | 67'029 | 93.28% | 93.28% |
| 15.12.2021 | 30.80% | 0.03 | 0.04 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 28'012 | 38'012 | 99.05% | 99.05% |
| 14.12.2021 | 12.58% | 0.04 | 0.05 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 81'859 | 91'859 | 99.21% | 99.21% |
| 13.12.2021 | 5.33% | 0.10 | 0.11 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 192'307 | 202'307 | 97.08% | 97.08% |
| 10.12.2021 | 6.64% | 0.12 | 0.13 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 147'330 | 157'330 | 97.78% | 97.78% |
| 09.12.2021 | 4.90% | 0.18 | 0.19 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 200'473 | 210'473 | 97.05% | 97.05% |
| 08.12.2021 | 3.15% | 0.28 | 0.29 | 960'000 | 960'000 | 960'000 | 960'000 | 302'608 | 312'208 | 97.94% | 97.94% |
| 07.12.2021 | 3.14% | 0.42 | 0.43 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 317'785 | 327'785 | 96.27% | 96.27% |
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