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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 | - | - |
| 20.08.2020 | 8.55% | 0.08 | 0.09 | 500'000 | 300'000 | 424'888 | 300'000 | 48'356 | 38'425 | 94.68% | 94.68% |
| 19.08.2020 | 7.82% | 0.22 | 0.23 | 300'000 | 300'000 | 399'223 | 300'000 | 51'142 | 44'333 | 96.72% | 96.72% |
| 18.08.2020 | 7.47% | 0.08 | 0.09 | 500'000 | 300'000 | 377'845 | 300'000 | 49'657 | 44'355 | 95.39% | 95.39% |
| 17.08.2020 | 6.17% | 0.17 | 0.18 | 300'000 | 300'000 | 324'623 | 300'000 | 51'039 | 50'515 | 95.99% | 95.99% |
| 14.08.2020 | 6.82% | 0.14 | 0.15 | 360'000 | 300'000 | 361'148 | 300'000 | 51'296 | 46'110 | 93.26% | 93.26% |
| 13.08.2020 | 3.50% | 0.28 | 0.29 | 300'000 | 300'000 | 300'000 | 300'000 | 84'519 | 87'519 | 97.57% | 97.57% |
| 12.08.2020 | 4.23% | 0.29 | 0.30 | 300'000 | 300'000 | 300'000 | 300'000 | 70'538 | 73'538 | 89.53% | 89.53% |
| 11.08.2020 | 5.13% | 0.17 | 0.18 | 300'000 | 300'000 | 305'044 | 300'000 | 58'776 | 61'008 | 98.09% | 98.09% |
| 10.08.2020 | 6.21% | 0.13 | 0.14 | 390'000 | 300'000 | 328'342 | 300'000 | 51'308 | 50'314 | 91.59% | 91.59% |
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