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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 | - | - |
| 15.01.2021 | - | 0.34 | - | 150'000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
| 14.01.2021 | - | 0.35 | - | 150'000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
| 13.01.2021 | 4.88% | 0.38 | 0.43 | 140'000 | 20'000 | 131'506 | 20'000 | 52'617 | 8'409 | 19.38% | 99.74% |
| 12.01.2021 | 6.44% | 0.46 | 0.49 | 110'000 | 10'000 | 115'696 | 10'000 | 52'152 | 4'829 | 100.00% | 100.00% |
| 11.01.2021 | 3.62% | 0.60 | 0.62 | 90'000 | 20'000 | 96'678 | 20'000 | 52'401 | 11'262 | 100.00% | 100.00% |
| 08.01.2021 | 4.44% | 0.46 | 0.48 | 110'000 | 20'000 | 118'394 | 20'000 | 52'104 | 9'223 | 100.00% | 100.00% |
| 07.01.2021 | 5.00% | 0.55 | 0.58 | 100'000 | 20'000 | 90'504 | 20'000 | 52'950 | 12'355 | 100.00% | 100.00% |
| 05.01.2021 | 7.05% | 0.64 | 0.69 | 80'000 | 10'000 | 78'233 | 10'000 | 53'559 | 7'399 | 100.00% | 100.00% |
| 04.01.2021 | 6.45% | 0.83 | 0.88 | 70'000 | 5'000 | 71'600 | 5'000 | 53'746 | 4'066 | 99.99% | 99.99% |
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