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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 | - | - |
| 19.03.2021 | 12.31% | 0.17 | 0.19 | 300'000 | 100'000 | 334'447 | 100'000 | 50'975 | 17'293 | 92.44% | 92.44% |
| 18.03.2021 | 9.12% | 0.21 | 0.23 | 240'000 | 100'000 | 326'549 | 100'000 | 50'677 | 17'821 | 96.39% | 96.39% |
| 17.03.2021 | 9.55% | 0.09 | 0.10 | 500'000 | 100'000 | 446'127 | 98'236 | 47'186 | 11'534 | 100.00% | 100.00% |
| 16.03.2021 | 6.32% | 0.15 | 0.16 | 340'000 | 100'000 | 331'327 | 100'000 | 50'740 | 16'664 | 99.00% | 99.00% |
| 15.03.2021 | 5.08% | 0.17 | 0.18 | 300'000 | 100'000 | 244'982 | 100'000 | 50'654 | 22'261 | 97.41% | 97.41% |
| 12.03.2021 | 5.62% | 0.21 | 0.22 | 240'000 | 100'000 | 294'936 | 100'000 | 50'947 | 18'359 | 92.05% | 92.05% |
| 11.03.2021 | 5.07% | 0.21 | 0.22 | 240'000 | 100'000 | 264'264 | 100'000 | 50'741 | 20'313 | 98.71% | 98.71% |
| 10.03.2021 | 4.02% | 0.24 | 0.25 | 210'000 | 100'000 | 207'746 | 100'000 | 50'687 | 25'474 | 86.69% | 86.69% |
| 09.03.2021 | 4.44% | 0.22 | 0.23 | 230'000 | 100'000 | 229'723 | 100'000 | 50'548 | 23'125 | 97.40% | 97.40% |
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