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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 | - | - |
| 03.03.2021 | 1.96% | 0.42 | 0.43 | 120'000 | 50'000 | 104'110 | 50'000 | 52'755 | 26'483 | 91.63% | 91.63% |
| 02.03.2021 | 1.41% | 0.69 | 0.70 | 80'000 | 50'000 | 76'853 | 50'000 | 54'014 | 35'821 | 100.00% | 100.00% |
| 01.03.2021 | 1.55% | 0.65 | 0.66 | 80'000 | 50'000 | 83'204 | 50'000 | 53'292 | 32'666 | 99.76% | 99.76% |
| 26.02.2021 | 1.24% | 0.65 | 0.66 | 80'000 | 50'000 | 67'006 | 50'000 | 53'742 | 41'142 | 100.00% | 100.00% |
| 25.02.2021 | 1.11% | 0.83 | 0.84 | 70'000 | 50'000 | 61'082 | 50'000 | 54'837 | 45'460 | 100.00% | 100.00% |
| 24.02.2021 | 1.01% | 1.02 | 1.03 | 50'000 | 50'000 | 56'685 | 50'000 | 55'506 | 49'592 | 99.30% | 99.30% |
| 22.02.2021 | 1.01% | 0.99 | 1.00 | 60'000 | 50'000 | 55'711 | 50'000 | 54'941 | 49'877 | 100.00% | 100.00% |
| 19.02.2021 | 0.87% | 1.16 | 1.17 | 50'000 | 50'000 | 50'000 | 50'000 | 57'201 | 57'701 | 100.00% | 100.00% |
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