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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 | - | - |
| 19.03.2021 | 5.02% | 0.21 | 0.22 | 150'000 | 150'000 | 150'000 | 150'000 | 29'212 | 30'712 | 100.00% | 100.00% |
| 18.03.2021 | 5.33% | 0.19 | 0.20 | 150'000 | 150'000 | 150'000 | 150'000 | 27'476 | 28'976 | 100.00% | 100.00% |
| 17.03.2021 | 5.89% | 0.16 | 0.17 | 150'000 | 150'000 | 150'000 | 150'000 | 24'839 | 26'339 | 99.92% | 99.92% |
| 16.03.2021 | 5.57% | 0.18 | 0.19 | 160'000 | 160'000 | 160'000 | 160'000 | 28'029 | 29'629 | 99.91% | 99.91% |
| 15.03.2021 | 7.40% | 0.14 | 0.14 | 180'000 | 180'000 | 180'000 | 180'000 | 23'454 | 25'254 | 99.76% | 99.76% |
| 12.03.2021 | 7.65% | 0.11 | 0.12 | 170'000 | 170'000 | 170'000 | 170'000 | 21'456 | 23'156 | 99.75% | 99.75% |
| 11.03.2021 | 7.47% | 0.14 | 0.14 | 180'000 | 180'000 | 180'000 | 180'000 | 23'247 | 25'047 | 90.63% | 90.63% |
| 10.03.2021 | 8.32% | 0.13 | 0.14 | 180'000 | 180'000 | 180'000 | 180'000 | 20'934 | 22'734 | 91.35% | 91.35% |
| 09.03.2021 | 7.62% | 0.13 | 0.14 | 170'000 | 170'000 | 170'000 | 170'000 | 21'569 | 23'269 | 91.17% | 91.17% |
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