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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 | - | - |
| 27.10.2020 | 2.07% | 0.39 | 0.40 | 250'000 | 250'000 | 250'000 | 250'000 | 121'668 | 124'168 | 98.83% | 98.83% |
| 26.10.2020 | 1.68% | 0.56 | 0.57 | 250'000 | 250'000 | 250'000 | 250'000 | 147'453 | 149'953 | 99.99% | 99.99% |
| 23.10.2020 | 1.56% | 0.61 | 0.62 | 250'000 | 250'000 | 250'000 | 250'000 | 159'376 | 161'876 | 100.00% | 100.00% |
| 22.10.2020 | 1.87% | 0.58 | 0.59 | 250'000 | 250'000 | 249'994 | 249'996 | 133'287 | 135'788 | 99.41% | 99.41% |
| 21.10.2020 | 1.42% | 0.64 | 0.65 | 250'000 | 250'000 | 249'915 | 249'993 | 175'212 | 177'764 | 91.60% | 91.60% |
| 20.10.2020 | 1.10% | 0.88 | 0.89 | 250'000 | 250'000 | 250'000 | 250'000 | 226'332 | 228'832 | 99.99% | 99.99% |
| 19.10.2020 | 0.97% | 0.95 | 0.96 | 250'000 | 250'000 | 250'000 | 250'000 | 257'736 | 260'236 | 99.75% | 99.75% |
| 15.10.2020 | 1.31% | 0.75 | 0.76 | 250'000 | 250'000 | 250'000 | 250'000 | 190'316 | 192'816 | 100.00% | 100.00% |
| 14.10.2020 | 0.82% | 1.12 | 1.13 | 250'000 | 250'000 | 250'000 | 250'000 | 303'636 | 306'136 | 100.00% | 100.00% |
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