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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 | - | - |
| 26.10.2020 | 6.64% | 0.09 | 0.10 | 40'000 | 40'000 | 40'000 | 40'000 | 6'101 | 6'501 | 98.85% | 98.85% |
| 23.10.2020 | 4.78% | 0.21 | 0.22 | 40'000 | 40'000 | 40'000 | 40'000 | 8'183 | 8'583 | 99.81% | 99.81% |
| 22.10.2020 | 5.84% | 0.16 | 0.17 | 40'000 | 40'000 | 40'000 | 40'000 | 6'739 | 7'139 | 99.98% | 99.98% |
| 21.10.2020 | 4.20% | 0.22 | 0.23 | 40'000 | 40'000 | 40'000 | 40'000 | 9'344 | 9'744 | 88.94% | 88.94% |
| 20.10.2020 | 3.59% | 0.27 | 0.28 | 40'000 | 40'000 | 40'000 | 40'000 | 10'969 | 11'369 | 100.00% | 100.00% |
| 19.10.2020 | 3.47% | 0.28 | 0.29 | 40'000 | 40'000 | 40'000 | 40'000 | 11'382 | 11'782 | 97.06% | 97.06% |
| 15.10.2020 | 5.24% | 0.21 | 0.22 | 40'000 | 40'000 | 40'000 | 40'000 | 7'467 | 7'867 | 100.00% | 100.00% |
| 14.10.2020 | 3.42% | 0.28 | 0.29 | 40'000 | 40'000 | 40'000 | 40'000 | 11'505 | 11'905 | 99.21% | 99.21% |
| 13.10.2020 | 3.09% | 0.28 | 0.29 | 40'000 | 40'000 | 40'000 | 40'000 | 12'818 | 13'218 | 100.00% | 100.00% |
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