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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 | - | - | 0.02 | 0 | 80'000 | 0 | 0 | 0 | 0 | 0.00% | 98.87% |
| 18.03.2021 | - | - | 0.02 | 0 | 400'000 | 0 | 0 | 0 | 0 | 0.00% | 99.15% |
| 17.03.2021 | - | - | 0.02 | 0 | 400'000 | 0 | 0 | 0 | 0 | 0.00% | 98.51% |
| 16.03.2021 | 125.93% | 0.01 | 0.02 | 400'000 | 400'000 | 187'337 | 187'337 | 937 | 4'121 | 91.39% | 99.16% |
| 15.03.2021 | 71.39% | 0.01 | 0.02 | 400'000 | 400'000 | 203'027 | 203'027 | 2'420 | 4'763 | 98.81% | 98.81% |
| 12.03.2021 | 49.70% | 0.02 | 0.03 | 400'000 | 400'000 | 178'730 | 178'730 | 2'663 | 4'475 | 98.29% | 98.29% |
| 11.03.2021 | 20.33% | 0.04 | 0.05 | 400'000 | 400'000 | 179'199 | 179'199 | 7'461 | 9'253 | 98.69% | 98.69% |
| 10.03.2021 | 21.26% | 0.04 | 0.05 | 400'000 | 400'000 | 179'413 | 179'413 | 8'760 | 10'554 | 98.68% | 98.68% |
| 09.03.2021 | 43.08% | 0.03 | 0.04 | 400'000 | 400'000 | 179'752 | 179'752 | 3'450 | 5'247 | 98.46% | 98.46% |
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