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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 | - | - |
| 18.06.2021 | 19.36% | 0.09 | 0.11 | 500'000 | 50'000 | 494'305 | 50'000 | 46'252 | 5'688 | 100.00% | 100.00% |
| 17.06.2021 | 16.44% | 0.11 | 0.13 | 460'000 | 50'000 | 451'048 | 50'000 | 50'332 | 6'626 | 98.71% | 98.71% |
| 16.06.2021 | 20.82% | 0.10 | 0.12 | 500'000 | 50'000 | 498'123 | 50'000 | 43'358 | 5'356 | 100.00% | 100.00% |
| 15.06.2021 | 16.54% | 0.11 | 0.13 | 460'000 | 50'000 | 453'661 | 50'000 | 50'315 | 6'599 | 100.00% | 100.00% |
| 14.06.2021 | 14.80% | 0.12 | 0.14 | 420'000 | 50'000 | 404'523 | 50'000 | 50'599 | 7'276 | 88.27% | 88.27% |
| 11.06.2021 | 16.11% | 0.14 | 0.16 | 360'000 | 50'000 | 475'623 | 50'000 | 50'068 | 6'223 | 100.00% | 100.00% |
| 10.06.2021 | 9.56% | 0.10 | 0.11 | 500'000 | 50'000 | 495'603 | 50'000 | 49'426 | 5'491 | 100.00% | 100.00% |
| 09.06.2021 | 8.65% | 0.11 | 0.12 | 460'000 | 50'000 | 457'156 | 50'000 | 50'556 | 6'036 | 100.00% | 100.00% |
| 08.06.2021 | 13.36% | 0.14 | 0.16 | 260'000 | 50'000 | 389'999 | 50'000 | 50'700 | 7'433 | 19.36% | 19.36% |
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