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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 | - | - |
| 27.11.2020 | 4.94% | 0.15 | 0.15 | 250'000 | 250'000 | 262'199 | 262'199 | 52'631 | 55'253 | 82.70% | 99.86% |
| 26.11.2020 | 3.98% | 0.22 | 0.24 | 500'000 | 500'000 | 500'000 | 499'999 | 123'906 | 128'906 | 96.40% | 100.00% |
| 25.11.2020 | 3.26% | 0.25 | 0.33 | 500'000 | 500'000 | 499'998 | 500'000 | 154'497 | 159'497 | 87.25% | 100.00% |
| 24.11.2020 | 2.86% | 0.29 | 0.30 | 500'000 | 500'000 | 499'999 | 499'998 | 174'443 | 179'442 | 96.08% | 99.99% |
| 23.11.2020 | 2.41% | 0.57 | 0.58 | 500'000 | 500'000 | 499'998 | 499'999 | 212'467 | 217'467 | 99.89% | 99.89% |
| 20.11.2020 | 1.57% | 0.64 | 0.65 | 500'000 | 500'000 | 500'000 | 500'000 | 315'946 | 320'946 | 100.00% | 100.00% |
| 19.11.2020 | 1.41% | 0.72 | 0.73 | 500'000 | 500'000 | 500'000 | 500'000 | 354'638 | 359'638 | 99.99% | 99.99% |
| 18.11.2020 | 1.78% | 0.47 | 0.48 | 500'000 | 500'000 | 500'000 | 500'000 | 279'971 | 284'971 | 99.98% | 99.98% |
| 17.11.2020 | 1.44% | 0.64 | 0.65 | 500'000 | 500'000 | 500'000 | 500'000 | 347'207 | 352'207 | 100.00% | 100.00% |
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