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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 | - | - |
| 30.08.2021 | 3.64% | 0.02 | 0.26 | 500'000 | 50'000 | 190'170 | 50'000 | 51'350 | 14'016 | 77.17% | 89.15% |
| 27.08.2021 | 2.05% | 0.36 | 0.37 | 140'000 | 100'000 | 106'653 | 60'729 | 51'406 | 29'582 | 100.00% | 100.00% |
| 26.08.2021 | 2.02% | 0.54 | 0.55 | 100'000 | 100'000 | 107'055 | 60'713 | 52'613 | 30'738 | 99.96% | 99.96% |
| 25.08.2021 | 2.29% | 0.45 | 0.46 | 120'000 | 100'000 | 120'423 | 60'729 | 51'917 | 26'867 | 100.00% | 100.00% |
| 24.08.2021 | 2.19% | 0.44 | 0.45 | 120'000 | 100'000 | 114'852 | 60'729 | 51'983 | 28'233 | 100.00% | 100.00% |
| 23.08.2021 | 1.21% | 0.61 | 0.62 | 100'000 | 100'000 | 68'595 | 60'729 | 55'551 | 49'315 | 100.00% | 100.00% |
| 20.08.2021 | 0.83% | 1.00 | 1.01 | 100'000 | 100'000 | 62'318 | 62'318 | 73'573 | 74'196 | 87.10% | 87.10% |
| 19.08.2021 | 0.65% | 1.29 | 1.30 | 100'000 | 100'000 | 61'147 | 61'147 | 91'978 | 92'590 | 96.24% | 96.24% |
| 18.08.2021 | 0.89% | 1.15 | 1.16 | 100'000 | 100'000 | 60'729 | 60'729 | 67'745 | 68'352 | 100.00% | 100.00% |
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