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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 | - | - |
| 17.09.2021 | - | - | 0.02 | 0 | 100'000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
| 16.09.2021 | - | - | 0.02 | 0 | 100'000 | 0 | 0 | 0 | 0 | 0.00% | 99.35% |
| 15.09.2021 | - | 0.01 | 0.02 | 500'000 | 100'000 | 0 | 0 | 0 | 0 | 0.00% | 98.84% |
| 14.09.2021 | 120.00% | 0.01 | 0.03 | 500'000 | 100'000 | 499'999 | 100'000 | 5'000 | 4'000 | 16.28% | 92.67% |
| 13.09.2021 | 120.00% | 0.01 | 0.02 | 500'000 | 100'000 | 500'000 | 100'000 | 5'000 | 4'000 | 38.35% | 98.75% |
| 10.09.2021 | 111.22% | 0.01 | 0.04 | 500'000 | 100'000 | 500'000 | 100'000 | 6'289 | 4'258 | 99.73% | 100.00% |
| 09.09.2021 | 85.54% | 0.03 | 0.06 | 500'000 | 100'000 | 500'000 | 100'000 | 10'794 | 5'159 | 98.83% | 98.83% |
| 08.09.2021 | 79.51% | 0.03 | 0.06 | 500'000 | 100'000 | 500'000 | 100'000 | 11'629 | 5'326 | 57.15% | 57.15% |
| 07.09.2021 | 40.15% | 0.04 | 0.07 | 500'000 | 100'000 | 500'000 | 100'000 | 30'801 | 9'160 | 92.16% | 92.16% |
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