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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 | 12.84% | 0.10 | 0.11 | 150'000 | 50'000 | 150'000 | 50'000 | 19'992 | 7'586 | 91.46% | 91.48% |
| 28.08.2020 | 15.71% | 0.06 | 0.07 | 150'000 | 50'000 | 150'000 | 50'000 | 8'824 | 3'441 | 100.00% | 100.00% |
| 27.08.2020 | 14.56% | 0.06 | 0.07 | 150'000 | 50'000 | 150'000 | 50'000 | 9'605 | 3'702 | 100.00% | 100.00% |
| 26.08.2020 | 13.61% | 0.07 | 0.08 | 150'000 | 50'000 | 150'000 | 50'000 | 10'295 | 3'932 | 100.00% | 100.00% |
| 25.08.2020 | 13.44% | 0.06 | 0.07 | 150'000 | 50'000 | 150'000 | 50'000 | 10'446 | 3'982 | 100.00% | 100.00% |
| 24.08.2020 | 13.41% | 0.08 | 0.09 | 150'000 | 50'000 | 150'000 | 50'000 | 10'449 | 3'983 | 99.98% | 99.98% |
| 21.08.2020 | 15.94% | 0.06 | 0.07 | 150'000 | 50'000 | 150'000 | 50'000 | 8'714 | 3'405 | 100.00% | 100.00% |
| 20.08.2020 | 18.18% | 0.05 | 0.06 | 150'000 | 50'000 | 150'000 | 50'000 | 7'500 | 3'000 | 100.00% | 100.00% |
| 19.08.2020 | 18.23% | 0.05 | 0.06 | 150'000 | 50'000 | 150'000 | 50'000 | 7'480 | 2'993 | 99.94% | 99.94% |
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