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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 | - | - |
| 06.08.2021 | 1.25% | 8.13 | 8.23 | 10'000 | 6'000 | 10'000 | 6'000 | 80'992 | 49'208 | 99.23% | 99.23% |
| 05.08.2021 | 1.17% | 7.88 | 7.93 | 30'000 | 30'000 | 14'302 | 11'163 | 109'512 | 86'490 | 99.74% | 99.74% |
| 04.08.2021 | 0.91% | 6.87 | 6.61 | 30'000 | 6'000 | 10'000 | 6'000 | 65'475 | 39'645 | 33.50% | 98.23% |
| 03.08.2021 | 0.87% | 6.01 | 6.04 | 30'000 | 30'000 | 12'065 | 8'478 | 77'595 | 54'731 | 81.58% | 81.58% |
| 02.08.2021 | 1.22% | 6.83 | 6.88 | 30'000 | 30'000 | 13'778 | 10'533 | 99'241 | 75'850 | 92.87% | 92.87% |
| 30.07.2021 | 1.29% | 7.47 | 7.52 | 30'000 | 30'000 | 14'442 | 11'330 | 102'644 | 82'408 | 96.27% | 96.27% |
| 29.07.2021 | 1.05% | 7.85 | 7.90 | 20'000 | 20'000 | 13'155 | 9'048 | 106'326 | 73'988 | 57.60% | 68.38% |
| 28.07.2021 | 0.74% | 11.14 | 11.19 | 20'000 | 20'000 | 13'291 | 9'265 | 147'364 | 102'628 | 64.93% | 64.93% |
| 27.07.2021 | 0.80% | 9.93 | 9.98 | 20'000 | 20'000 | 12'246 | 7'593 | 133'183 | 81'625 | 95.30% | 95.30% |
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