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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 | - | - |
| 21.10.2020 | 2.86% | 0.27 | 0.28 | 250'000 | 250'000 | 249'905 | 249'745 | 88'174 | 90'604 | 90.44% | 90.44% |
| 20.10.2020 | 1.76% | 0.54 | 0.55 | 250'000 | 250'000 | 249'922 | 249'930 | 141'067 | 143'572 | 99.98% | 99.98% |
| 19.10.2020 | 1.43% | 0.62 | 0.63 | 250'000 | 250'000 | 249'998 | 250'000 | 174'820 | 177'321 | 99.75% | 99.75% |
| 15.10.2020 | 2.43% | 0.39 | 0.40 | 250'000 | 250'000 | 249'970 | 249'931 | 102'989 | 105'469 | 99.99% | 99.99% |
| 14.10.2020 | 1.11% | 0.80 | 0.81 | 250'000 | 250'000 | 250'000 | 250'000 | 223'972 | 226'472 | 99.99% | 99.99% |
| 13.10.2020 | 1.03% | 0.88 | 0.89 | 250'000 | 250'000 | 250'000 | 250'000 | 242'964 | 245'464 | 100.00% | 100.00% |
| 12.10.2020 | 1.06% | 0.96 | 0.97 | 250'000 | 250'000 | 250'000 | 250'000 | 234'087 | 236'587 | 100.00% | 100.00% |
| 09.10.2020 | 1.17% | 0.88 | 0.89 | 250'000 | 250'000 | 250'000 | 250'000 | 211'854 | 214'354 | 99.66% | 99.66% |
| 08.10.2020 | 1.34% | 0.80 | 0.81 | 250'000 | 250'000 | 249'986 | 250'000 | 186'337 | 188'847 | 99.98% | 99.98% |
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