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
31.08.2020 2.17% 0.49 0.50 250'000 250'000 249'991 249'920 115'440 117'904 93.61% 93.61%
28.08.2020 2.11% 0.54 0.55 250'000 250'000 249'835 249'979 118'001 120'570 99.70% 99.70%
27.08.2020 3.84% 0.32 0.33 250'000 250'000 249'986 249'996 65'222 67'725 99.16% 99.16%
26.08.2020 3.37% 0.26 0.27 229'400 250'000 249'925 249'964 73'886 76'396 98.98% 98.98%
25.08.2020 4.67% 0.31 0.32 250'000 233'000 249'928 249'940 54'079 56'578 99.42% 99.42%
24.08.2020 5.27% 0.27 0.28 250'000 240'000 249'983 249'953 47'791 50'285 99.39% 99.39%
21.08.2020 2.52% 0.42 0.43 250'000 250'000 249'952 249'986 100'143 102'658 99.55% 99.55%
20.08.2020 2.61% 0.42 0.43 250'000 250'000 249'994 249'986 95'179 97'675 99.73% 99.73%
19.08.2020 2.46% 0.27 0.28 250'000 250'000 249'995 249'821 104'609 107'038 99.66% 99.66%
18.08.2020 2.21% 0.57 0.58 250'000 250'000 249'972 249'985 113'967 116'474 99.85% 99.85%

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