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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 | - | - |
| 18.10.2021 | 1.91% | 99.96 | 101.47 | 20'000 | 60'000 | 48'636 | 60'000 | 48'360 | 60'828 | 94.03% | 94.03% |
| 15.10.2021 | 3.00% | 97.69 | 100.67 | 60'000 | 60'000 | 60'000 | 57'482 | 57'887 | 57'155 | 97.40% | 97.40% |
| 14.10.2021 | 3.00% | 94.89 | 97.78 | 60'000 | 60'000 | 60'000 | 56'548 | 56'850 | 55'226 | 99.76% | 99.76% |
| 13.10.2021 | 3.00% | 94.05 | 96.91 | 60'000 | 50'000 | 59'632 | 57'333 | 55'479 | 54'958 | 99.02% | 99.02% |
| 12.10.2021 | 3.00% | 82.33 | 84.84 | 30'000 | 25'000 | 49'757 | 52'688 | 39'769 | 43'611 | 100.00% | 100.00% |
| 11.10.2021 | 3.00% | 68.53 | 70.62 | 60'000 | 60'000 | 60'000 | 60'000 | 40'147 | 41'370 | 100.00% | 100.00% |
| 08.10.2021 | 2.69% | 67.27 | 69.32 | 60'000 | 60'000 | 60'000 | 53'322 | 40'593 | 37'047 | 98.63% | 98.63% |
| 07.10.2021 | 4.01% | 73.52 | 76.52 | 60'000 | 60'000 | 60'000 | 58'700 | 44'041 | 44'845 | 99.67% | 99.67% |
| 06.10.2021 | 3.12% | 71.93 | 74.93 | 25'000 | 25'000 | 45'957 | 34'087 | 30'698 | 23'619 | 100.00% | 100.00% |
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