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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 | - | - |
| 23.10.2020 | 0.81% | 1.18 | 1.19 | 250'000 | 250'000 | 250'000 | 250'000 | 308'392 | 310'892 | 97.88% | 97.88% |
| 22.10.2020 | 1.13% | 0.99 | 1.00 | 250'000 | 250'000 | 250'000 | 250'000 | 222'769 | 225'269 | 99.97% | 99.97% |
| 21.10.2020 | 0.85% | 1.05 | 1.06 | 250'000 | 250'000 | 250'000 | 250'000 | 293'655 | 296'155 | 99.98% | 99.98% |
| 20.10.2020 | 0.65% | 1.45 | 1.46 | 250'000 | 250'000 | 250'000 | 250'000 | 383'920 | 386'420 | 99.96% | 99.96% |
| 19.10.2020 | 0.56% | 1.73 | 1.74 | 250'000 | 250'000 | 250'000 | 250'000 | 444'108 | 446'608 | 99.93% | 99.93% |
| 15.10.2020 | 0.80% | 1.35 | 1.36 | 250'000 | 250'000 | 250'000 | 250'000 | 313'244 | 315'744 | 99.90% | 99.90% |
| 14.10.2020 | 0.49% | 2.05 | 2.06 | 250'000 | 250'000 | 250'000 | 250'000 | 507'716 | 510'216 | 100.00% | 100.00% |
| 13.10.2020 | 0.48% | 1.96 | 1.97 | 250'000 | 250'000 | 250'000 | 250'000 | 524'717 | 527'217 | 99.99% | 99.99% |
| 12.10.2020 | 0.45% | 2.26 | 2.27 | 250'000 | 250'000 | 250'000 | 250'000 | 550'995 | 553'495 | 99.99% | 99.99% |
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