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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 | - | - |
| 26.10.2020 | 2.16% | 0.15 | 0.30 | 500'000 | 500'000 | 500'000 | 500'000 | 236'025 | 241'025 | 80.50% | 99.72% |
| 23.10.2020 | 0.85% | 1.12 | 1.13 | 500'000 | 500'000 | 500'000 | 500'000 | 587'227 | 592'227 | 97.88% | 97.88% |
| 22.10.2020 | 1.22% | 0.93 | 0.94 | 500'000 | 500'000 | 500'000 | 500'000 | 415'958 | 420'958 | 99.94% | 99.94% |
| 21.10.2020 | 0.89% | 0.99 | 1.00 | 500'000 | 500'000 | 500'000 | 500'000 | 557'802 | 562'802 | 99.98% | 99.98% |
| 20.10.2020 | 0.68% | 1.39 | 1.40 | 500'000 | 500'000 | 500'000 | 500'000 | 738'321 | 743'321 | 99.95% | 99.95% |
| 19.10.2020 | 0.58% | 1.67 | 1.68 | 500'000 | 500'000 | 500'000 | 500'000 | 858'712 | 863'712 | 99.93% | 99.93% |
| 15.10.2020 | 0.84% | 1.30 | 1.31 | 500'000 | 500'000 | 500'000 | 500'000 | 597'035 | 602'035 | 99.92% | 99.92% |
| 14.10.2020 | 0.51% | 1.99 | 2.00 | 500'000 | 500'000 | 500'000 | 500'000 | 985'843 | 990'843 | 100.00% | 100.00% |
| 13.10.2020 | 0.49% | 1.90 | 1.91 | 500'000 | 500'000 | 500'000 | 500'000 | 1'019'890 | 1'024'890 | 99.98% | 99.98% |
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