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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 | - | - |
| 03.11.2020 | 1.32% | 0.64 | 0.65 | 300'000 | 300'000 | 300'000 | 300'000 | 227'505 | 230'505 | 98.39% | 98.39% |
| 02.11.2020 | 0.85% | 1.07 | 1.08 | 300'000 | 300'000 | 300'000 | 300'000 | 356'175 | 359'175 | 95.69% | 95.69% |
| 30.10.2020 | 0.65% | 1.53 | 1.54 | 300'000 | 300'000 | 300'000 | 300'000 | 467'034 | 470'070 | 99.92% | 99.92% |
| 29.10.2020 | 0.70% | 1.47 | 1.48 | 300'000 | 300'000 | 300'000 | 300'000 | 431'165 | 434'165 | 96.61% | 96.61% |
| 28.10.2020 | 0.79% | 1.33 | 1.34 | 300'000 | 300'000 | 300'000 | 300'000 | 383'328 | 386'328 | 96.12% | 96.12% |
| 27.10.2020 | 1.30% | 0.88 | 0.89 | 300'000 | 300'000 | 300'000 | 300'000 | 231'234 | 234'234 | 86.69% | 86.69% |
| 26.10.2020 | 1.54% | 0.68 | 0.69 | 300'000 | 300'000 | 300'000 | 300'000 | 193'347 | 196'347 | 97.02% | 97.02% |
| 23.10.2020 | 1.70% | 0.61 | 0.62 | 300'000 | 300'000 | 300'000 | 300'000 | 175'451 | 178'451 | 96.03% | 96.03% |
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