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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 | 3.11% | 0.26 | 0.27 | 200'000 | 100'000 | 163'608 | 100'000 | 51'731 | 32'935 | 97.04% | 100.00% |
| 23.10.2020 | 2.56% | 0.36 | 0.37 | 140'000 | 100'000 | 134'294 | 100'000 | 51'802 | 39'697 | 99.99% | 99.99% |
| 22.10.2020 | 3.28% | 0.35 | 0.36 | 150'000 | 100'000 | 169'054 | 99'368 | 51'235 | 31'259 | 100.00% | 100.00% |
| 21.10.2020 | 2.67% | 0.36 | 0.37 | 140'000 | 100'000 | 139'989 | 100'000 | 51'751 | 38'110 | 100.00% | 100.00% |
| 20.10.2020 | 2.11% | 0.48 | 0.49 | 110'000 | 100'000 | 111'205 | 100'000 | 52'158 | 48'182 | 99.99% | 99.99% |
| 19.10.2020 | 2.00% | 0.49 | 0.50 | 110'000 | 100'000 | 104'642 | 100'000 | 51'837 | 50'627 | 99.99% | 99.99% |
| 15.10.2020 | 2.98% | 0.32 | 0.33 | 160'000 | 100'000 | 154'133 | 99'616 | 51'410 | 34'850 | 98.73% | 98.73% |
| 14.10.2020 | 1.72% | 0.54 | 0.55 | 100'000 | 100'000 | 99'906 | 99'906 | 57'994 | 58'994 | 95.73% | 95.73% |
| 13.10.2020 | 1.47% | 0.64 | 0.65 | 100'000 | 100'000 | 100'000 | 100'000 | 67'413 | 68'413 | 100.00% | 100.00% |
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