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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 | - | - |
| 27.10.2020 | 1.96% | 0.41 | 0.42 | 250'000 | 250'000 | 250'000 | 250'000 | 128'226 | 130'726 | 98.83% | 98.83% |
| 26.10.2020 | 1.59% | 0.60 | 0.61 | 250'000 | 250'000 | 250'000 | 250'000 | 156'846 | 159'346 | 99.99% | 99.99% |
| 23.10.2020 | 1.46% | 0.66 | 0.67 | 250'000 | 250'000 | 250'000 | 250'000 | 170'717 | 173'217 | 99.99% | 99.99% |
| 22.10.2020 | 1.75% | 0.62 | 0.63 | 250'000 | 250'000 | 250'000 | 250'000 | 142'025 | 144'525 | 99.42% | 99.42% |
| 21.10.2020 | 1.32% | 0.68 | 0.69 | 250'000 | 250'000 | 250'000 | 250'000 | 188'646 | 191'146 | 91.60% | 91.60% |
| 20.10.2020 | 1.02% | 0.95 | 0.96 | 250'000 | 250'000 | 250'000 | 250'000 | 243'827 | 246'327 | 100.00% | 100.00% |
| 19.10.2020 | 0.90% | 1.03 | 1.04 | 250'000 | 250'000 | 250'000 | 250'000 | 277'882 | 280'382 | 99.76% | 99.76% |
| 15.10.2020 | 1.23% | 0.81 | 0.82 | 250'000 | 250'000 | 250'000 | 250'000 | 202'951 | 205'451 | 100.00% | 100.00% |
| 14.10.2020 | 0.77% | 1.20 | 1.21 | 250'000 | 250'000 | 250'000 | 250'000 | 323'925 | 326'425 | 99.99% | 99.99% |
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