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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 | - | - |
| 31.08.2020 | 10.80% | 0.14 | 0.16 | 360'000 | 50'000 | 290'780 | 50'000 | 50'899 | 9'828 | 97.24% | 97.24% |
| 28.08.2020 | 10.38% | 0.10 | 0.11 | 500'000 | 50'000 | 500'000 | 50'000 | 45'712 | 5'071 | 99.99% | 99.99% |
| 27.08.2020 | 9.37% | 0.10 | 0.11 | 500'000 | 50'000 | 489'829 | 50'000 | 49'857 | 5'598 | 99.99% | 99.99% |
| 26.08.2020 | 9.40% | 0.11 | 0.12 | 460'000 | 50'000 | 493'797 | 50'000 | 50'089 | 5'577 | 100.00% | 100.00% |
| 25.08.2020 | 9.02% | 0.10 | 0.11 | 500'000 | 50'000 | 475'617 | 50'000 | 50'341 | 5'805 | 99.99% | 99.99% |
| 24.08.2020 | 8.94% | 0.11 | 0.12 | 460'000 | 50'000 | 471'771 | 50'000 | 50'418 | 5'853 | 100.00% | 100.00% |
| 21.08.2020 | 10.48% | 0.10 | 0.11 | 500'000 | 50'000 | 500'000 | 50'000 | 45'452 | 5'045 | 99.95% | 99.95% |
| 20.08.2020 | 11.76% | 0.08 | 0.09 | 500'000 | 50'000 | 500'000 | 50'000 | 40'000 | 4'500 | 100.00% | 100.00% |
| 19.08.2020 | 11.83% | 0.08 | 0.09 | 500'000 | 50'000 | 500'000 | 50'000 | 39'824 | 4'482 | 100.00% | 100.00% |
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