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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 | 0.83% | 1.14 | 1.15 | 750'000 | 750'000 | 750'000 | 750'000 | 899'054 | 906'554 | 95.93% | 95.93% |
| 22.10.2020 | 1.15% | 0.96 | 0.97 | 750'000 | 750'000 | 749'996 | 749'996 | 656'074 | 663'575 | 98.27% | 98.27% |
| 21.10.2020 | 0.87% | 1.02 | 1.03 | 750'000 | 750'000 | 750'000 | 749'999 | 857'251 | 864'750 | 94.76% | 94.76% |
| 20.10.2020 | 0.67% | 1.41 | 1.42 | 750'000 | 750'000 | 750'000 | 750'000 | 1'120'410 | 1'127'910 | 100.00% | 100.00% |
| 19.10.2020 | 0.58% | 1.68 | 1.69 | 750'000 | 750'000 | 750'000 | 750'000 | 1'294'410 | 1'301'910 | 99.86% | 99.86% |
| 15.10.2020 | 0.82% | 1.31 | 1.32 | 750'000 | 750'000 | 750'000 | 750'000 | 917'968 | 925'468 | 99.33% | 99.33% |
| 14.10.2020 | 0.50% | 2.00 | 2.01 | 750'000 | 750'000 | 750'000 | 750'000 | 1'487'800 | 1'495'300 | 98.46% | 98.46% |
| 13.10.2020 | 0.49% | 1.91 | 1.92 | 750'000 | 750'000 | 750'000 | 750'000 | 1'537'570 | 1'545'070 | 100.00% | 100.00% |
| 12.10.2020 | 0.46% | 2.21 | 2.22 | 750'000 | 750'000 | 750'000 | 750'000 | 1'614'710 | 1'622'210 | 99.99% | 99.99% |
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