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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 | - | - |
| 15.10.2020 | 65.40% | 0.01 | 0.03 | 660'000 | 660'000 | 660'000 | 660'000 | 11'253 | 19'103 | 54.96% | 87.20% |
| 14.10.2020 | 2.87% | 0.35 | 0.36 | 760'000 | 760'000 | 760'000 | 760'000 | 263'246 | 270'846 | 70.02% | 70.02% |
| 13.10.2020 | 2.40% | 0.32 | 0.33 | 620'000 | 620'000 | 620'000 | 620'000 | 263'922 | 270'122 | 70.94% | 70.94% |
| 12.10.2020 | 1.92% | 0.56 | 0.57 | 750'000 | 750'000 | 750'000 | 750'000 | 388'147 | 395'647 | 74.51% | 74.51% |
| 09.10.2020 | 2.13% | 0.45 | 0.46 | 760'000 | 760'000 | 760'000 | 760'000 | 353'680 | 361'280 | 74.24% | 74.24% |
| 08.10.2020 | 2.09% | 0.54 | 0.55 | 970'000 | 970'000 | 970'000 | 970'000 | 463'068 | 472'768 | 76.13% | 76.13% |
| 07.10.2020 | 2.84% | 0.38 | 0.39 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 348'698 | 358'698 | 89.55% | 89.55% |
| 06.10.2020 | 2.81% | 0.40 | 0.41 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 358'411 | 368'411 | 82.62% | 82.62% |
| 05.10.2020 | 3.01% | 0.35 | 0.36 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 327'655 | 337'655 | 92.42% | 92.42% |
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