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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 | - | - |
| 19.03.2021 | 6.18% | 0.24 | 0.25 | 110'000 | 110'000 | 110'000 | 110'000 | 25'182 | 26'772 | 100.00% | 100.00% |
| 18.03.2021 | 5.36% | 0.14 | 0.15 | 400'000 | 400'000 | 266'887 | 266'887 | 50'210 | 52'879 | 98.30% | 98.30% |
| 17.03.2021 | 4.28% | 0.27 | 0.28 | 400'000 | 400'000 | 260'091 | 260'091 | 62'979 | 65'580 | 92.91% | 92.91% |
| 16.03.2021 | 8.44% | 0.10 | 0.11 | 400'000 | 400'000 | 264'822 | 264'822 | 29'461 | 32'109 | 96.64% | 96.64% |
| 15.03.2021 | 2.79% | 0.33 | 0.34 | 370'000 | 370'000 | 250'020 | 250'020 | 88'119 | 90'619 | 98.16% | 98.16% |
| 12.03.2021 | 1.81% | 0.58 | 0.59 | 400'000 | 400'000 | 238'683 | 238'683 | 131'276 | 133'663 | 93.33% | 93.33% |
| 11.03.2021 | 2.26% | 0.36 | 0.37 | 310'000 | 310'000 | 188'190 | 188'190 | 81'763 | 83'645 | 95.59% | 95.59% |
| 10.03.2021 | 1.81% | 0.61 | 0.62 | 330'000 | 330'000 | 197'306 | 197'306 | 129'407 | 131'742 | 91.65% | 91.65% |
| 09.03.2021 | 1.91% | 0.76 | 0.77 | 230'000 | 230'000 | 139'086 | 139'086 | 126'811 | 129'194 | 87.42% | 87.42% |
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