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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 | - | - |
| 06.11.2020 | 1.87% | 0.47 | 0.48 | 250'000 | 250'000 | 249'997 | 250'000 | 134'807 | 137'308 | 99.99% | 99.99% |
| 05.11.2020 | 2.00% | 0.53 | 0.54 | 250'000 | 250'000 | 249'984 | 249'998 | 124'830 | 127'337 | 99.97% | 99.97% |
| 04.11.2020 | 1.20% | 0.61 | 0.62 | 250'000 | 250'000 | 249'999 | 249'996 | 212'779 | 215'276 | 99.78% | 99.78% |
| 03.11.2020 | 0.73% | 1.25 | 1.26 | 250'000 | 250'000 | 250'000 | 250'000 | 341'696 | 344'196 | 99.99% | 99.99% |
| 02.11.2020 | 0.55% | 1.69 | 1.70 | 250'000 | 250'000 | 250'000 | 250'000 | 453'817 | 456'317 | 99.58% | 99.58% |
| 30.10.2020 | 0.46% | 2.16 | 2.17 | 250'000 | 250'000 | 249'999 | 250'000 | 546'965 | 549'466 | 99.57% | 99.57% |
| 29.10.2020 | 0.49% | 2.09 | 2.10 | 250'000 | 250'000 | 250'000 | 250'000 | 512'124 | 514'625 | 99.58% | 99.58% |
| 28.10.2020 | 0.53% | 1.93 | 1.94 | 250'000 | 250'000 | 250'000 | 249'998 | 469'955 | 472'452 | 99.97% | 99.97% |
| 27.10.2020 | 0.74% | 1.46 | 1.47 | 250'000 | 250'000 | 249'990 | 249'985 | 335'571 | 338'065 | 98.84% | 98.84% |
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