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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 | - | - |
| 05.08.2020 | 3.71% | 0.20 | 0.21 | 250'000 | 100'000 | 193'564 | 100'000 | 51'299 | 28'470 | 99.39% | 99.39% |
| 04.08.2020 | 1.17% | 0.70 | 0.71 | 100'000 | 100'000 | 100'000 | 100'000 | 85'439 | 86'439 | 99.44% | 99.44% |
| 03.08.2020 | 1.09% | 0.89 | 0.90 | 100'000 | 100'000 | 100'000 | 100'000 | 91'088 | 92'088 | 89.82% | 89.82% |
| 31.07.2020 | 1.12% | 0.87 | 0.88 | 100'000 | 100'000 | 100'000 | 100'000 | 88'654 | 89'654 | 98.43% | 98.43% |
| 30.07.2020 | 0.92% | 1.19 | 1.20 | 100'000 | 100'000 | 100'000 | 100'000 | 107'786 | 108'786 | 98.50% | 98.50% |
| 29.07.2020 | 0.95% | 1.06 | 1.07 | 100'000 | 100'000 | 100'000 | 100'000 | 105'101 | 106'101 | 99.83% | 99.83% |
| 28.07.2020 | 0.78% | 1.11 | 1.12 | 100'000 | 100'000 | 100'000 | 100'000 | 127'637 | 128'637 | 99.32% | 99.32% |
| 27.07.2020 | 0.82% | 1.20 | 1.21 | 100'000 | 100'000 | 100'000 | 100'000 | 121'996 | 122'996 | 99.61% | 99.61% |
| 24.07.2020 | 0.61% | 1.56 | 1.57 | 100'000 | 100'000 | 100'000 | 100'000 | 162'751 | 163'751 | 98.78% | 98.78% |
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