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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 | - | - |
| 02.07.2021 | - | 0.01 | - | 50'000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 64.38% |
| 01.07.2021 | 4.49% | 0.20 | 0.22 | 250'000 | 100'000 | 232'431 | 100'000 | 50'557 | 22'759 | 0.09% | 99.94% |
| 30.06.2021 | - | 0.09 | - | 500'000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
| 29.06.2021 | 4.26% | 0.20 | 0.23 | 250'000 | 100'000 | 220'121 | 52'983 | 50'535 | 12'711 | 65.58% | 100.00% |
| 28.06.2021 | 2.59% | 0.27 | 0.28 | 190'000 | 100'000 | 133'362 | 60'729 | 51'901 | 23'767 | 100.00% | 100.00% |
| 25.06.2021 | 2.16% | 0.48 | 0.49 | 110'000 | 100'000 | 113'690 | 60'729 | 52'168 | 28'776 | 100.00% | 100.00% |
| 24.06.2021 | 2.15% | 0.42 | 0.43 | 120'000 | 100'000 | 106'059 | 61'035 | 51'551 | 29'827 | 97.23% | 97.23% |
| 23.06.2021 | 1.60% | 0.65 | 0.66 | 100'000 | 100'000 | 84'302 | 60'729 | 54'068 | 39'358 | 100.00% | 100.00% |
| 22.06.2021 | 1.10% | 0.79 | 0.80 | 100'000 | 100'000 | 68'559 | 60'817 | 61'535 | 55'075 | 99.19% | 99.19% |
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