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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 | - | - |
| 24.03.2021 | 1.50% | 0.70 | 0.71 | 80'000 | 20'000 | 80'525 | 20'000 | 53'370 | 13'509 | 99.11% | 99.43% |
| 23.03.2021 | 1.21% | 0.65 | 0.66 | 80'000 | 20'000 | 66'504 | 20'000 | 54'831 | 17'221 | 98.97% | 99.28% |
| 22.03.2021 | 0.99% | 1.05 | 1.06 | 50'000 | 20'000 | 53'630 | 20'000 | 53'903 | 20'418 | 98.99% | 99.51% |
| 19.03.2021 | 0.66% | 1.56 | 1.57 | 40'000 | 20'000 | 39'984 | 20'000 | 60'358 | 30'393 | 99.62% | 99.73% |
| 18.03.2021 | 0.66% | 1.65 | 1.66 | 40'000 | 20'000 | 39'401 | 20'000 | 59'959 | 30'695 | 99.43% | 99.64% |
| 17.03.2021 | 0.74% | 1.30 | 1.31 | 40'000 | 20'000 | 40'279 | 20'000 | 54'532 | 27'294 | 98.56% | 98.98% |
| 16.03.2021 | 0.71% | 1.34 | 1.35 | 40'000 | 20'000 | 40'004 | 20'000 | 56'573 | 28'484 | 99.43% | 99.53% |
| 15.03.2021 | 0.67% | 1.53 | 1.54 | 40'000 | 20'000 | 39'994 | 20'000 | 59'544 | 29'977 | 99.18% | 99.39% |
| 12.03.2021 | 1.00% | 1.05 | 1.06 | 50'000 | 20'000 | 54'924 | 20'000 | 54'368 | 20'090 | 97.65% | 97.97% |
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