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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 | - | - |
| 18.06.2021 | 33.46% | 0.05 | 0.07 | 500'000 | 100'000 | 500'000 | 100'000 | 25'260 | 7'052 | 100.00% | 100.00% |
| 17.06.2021 | 22.21% | 0.05 | 0.06 | 500'000 | 100'000 | 500'000 | 100'000 | 36'998 | 9'255 | 98.61% | 98.61% |
| 16.06.2021 | 14.91% | 0.12 | 0.14 | 420'000 | 100'000 | 458'211 | 100'000 | 50'412 | 12'886 | 99.31% | 99.31% |
| 15.06.2021 | 11.66% | 0.14 | 0.16 | 360'000 | 100'000 | 315'204 | 100'000 | 50'906 | 18'252 | 100.00% | 100.00% |
| 14.06.2021 | 10.94% | 0.18 | 0.20 | 280'000 | 100'000 | 294'011 | 100'000 | 50'817 | 19'299 | 89.68% | 89.68% |
| 11.06.2021 | 12.17% | 0.18 | 0.20 | 280'000 | 100'000 | 329'499 | 100'000 | 50'785 | 17'815 | 86.42% | 86.42% |
| 10.06.2021 | 18.44% | 0.04 | 0.05 | 500'000 | 100'000 | 500'000 | 100'000 | 24'852 | 5'970 | 100.00% | 100.00% |
| 09.06.2021 | 15.58% | 0.06 | 0.07 | 500'000 | 100'000 | 500'000 | 100'000 | 29'658 | 6'932 | 100.00% | 100.00% |
| 08.06.2021 | 12.00% | 0.07 | 0.08 | 500'000 | 100'000 | 500'000 | 100'000 | 39'615 | 8'923 | 100.00% | 100.00% |
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