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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 | 1.33% | 0.78 | 0.79 | 100'000 | 100'000 | 100'000 | 100'000 | 74'872 | 75'872 | 98.47% | 98.47% |
| 18.03.2021 | 1.20% | 0.79 | 0.80 | 100'000 | 100'000 | 100'000 | 100'000 | 83'311 | 84'311 | 94.79% | 94.79% |
| 17.03.2021 | 1.20% | 0.87 | 0.88 | 110'000 | 110'000 | 110'000 | 110'000 | 90'976 | 92'076 | 98.52% | 98.52% |
| 16.03.2021 | 1.22% | 0.85 | 0.86 | 110'000 | 110'000 | 110'000 | 110'000 | 89'794 | 90'894 | 98.15% | 98.15% |
| 15.03.2021 | 1.16% | 0.85 | 0.86 | 110'000 | 110'000 | 110'000 | 110'000 | 93'963 | 95'063 | 97.71% | 97.71% |
| 12.03.2021 | 0.91% | 1.03 | 1.04 | 110'000 | 110'000 | 110'000 | 110'000 | 119'786 | 120'886 | 96.43% | 96.43% |
| 11.03.2021 | 1.20% | 0.92 | 0.93 | 110'000 | 110'000 | 109'894 | 109'894 | 91'490 | 92'589 | 94.61% | 94.61% |
| 10.03.2021 | 1.00% | 0.97 | 0.98 | 110'000 | 110'000 | 110'000 | 110'000 | 109'261 | 110'361 | 88.50% | 88.50% |
| 09.03.2021 | 0.94% | 0.99 | 1.00 | 110'000 | 110'000 | 110'000 | 110'000 | 117'250 | 118'350 | 94.53% | 94.53% |
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