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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 | 8.38% | 0.61 | 0.67 | 30'000 | 30'000 | 30'000 | 30'000 | 20'632 | 22'432 | 96.56% | 96.56% |
| 16.09.2021 | 2.14% | 0.55 | 0.58 | 140'000 | 140'000 | 51'928 | 51'928 | 33'901 | 34'989 | 97.09% | 97.09% |
| 15.09.2021 | 1.73% | 0.56 | 0.57 | 180'000 | 180'000 | 69'871 | 69'871 | 39'386 | 40'085 | 99.07% | 99.07% |
| 14.09.2021 | 1.30% | 0.66 | 0.67 | 170'000 | 170'000 | 67'656 | 67'656 | 50'112 | 50'789 | 98.98% | 98.98% |
| 13.09.2021 | 1.14% | 0.71 | 0.72 | 180'000 | 180'000 | 69'294 | 69'294 | 58'478 | 59'171 | 98.55% | 98.55% |
| 10.09.2021 | 0.91% | 0.92 | 0.93 | 160'000 | 160'000 | 65'294 | 65'294 | 68'852 | 69'505 | 98.74% | 98.74% |
| 09.09.2021 | 0.93% | 1.20 | 1.21 | 150'000 | 150'000 | 55'333 | 55'333 | 63'352 | 63'905 | 97.43% | 97.43% |
| 08.09.2021 | 0.88% | 1.10 | 1.11 | 150'000 | 150'000 | 52'622 | 52'622 | 59'543 | 60'069 | 95.79% | 95.79% |
| 07.09.2021 | 3.80% | 1.16 | 1.17 | 150'000 | 150'000 | 52'623 | 52'623 | 65'739 | 67'482 | 95.62% | 95.62% |
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