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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 | 1.34% | 0.71 | 0.72 | 750'000 | 750'000 | 749'996 | 749'991 | 565'056 | 572'552 | 99.99% | 99.99% |
| 05.11.2020 | 1.45% | 0.58 | 0.59 | 750'000 | 750'000 | 749'994 | 749'964 | 523'032 | 530'513 | 99.98% | 99.98% |
| 04.11.2020 | 0.71% | 1.22 | 1.23 | 750'000 | 750'000 | 749'996 | 749'998 | 1'076'540 | 1'084'040 | 99.57% | 99.57% |
| 03.11.2020 | 0.56% | 1.64 | 1.65 | 750'000 | 750'000 | 750'000 | 749'981 | 1'333'680 | 1'341'150 | 99.78% | 99.78% |
| 02.11.2020 | 0.43% | 2.28 | 2.29 | 750'000 | 750'000 | 750'000 | 749'934 | 1'747'600 | 1'754'950 | 99.86% | 99.86% |
| 30.10.2020 | 0.37% | 2.74 | 2.75 | 750'000 | 750'000 | 749'999 | 749'972 | 2'039'510 | 2'046'940 | 99.69% | 99.69% |
| 29.10.2020 | 0.38% | 2.62 | 2.63 | 750'000 | 750'000 | 750'000 | 749'997 | 1'985'920 | 1'993'410 | 99.77% | 99.77% |
| 28.10.2020 | 0.40% | 2.64 | 2.65 | 750'000 | 750'000 | 749'999 | 749'999 | 1'903'030 | 1'910'530 | 98.23% | 98.23% |
| 27.10.2020 | 0.65% | 1.66 | 1.67 | 750'000 | 750'000 | 750'000 | 749'999 | 1'147'340 | 1'154'840 | 98.84% | 98.84% |
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