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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 | - | - |
| 26.10.2021 | 3.05% | 0.20 | 0.26 | 250'000 | 50'000 | 86'135 | 26'271 | 53'481 | 16'834 | 80.43% | 80.56% |
| 25.10.2021 | 1.25% | 1.14 | 1.15 | 50'000 | 50'000 | 42'234 | 30'584 | 58'799 | 42'256 | 96.68% | 96.68% |
| 22.10.2021 | 0.98% | 1.73 | 1.74 | 50'000 | 50'000 | 34'633 | 30'792 | 61'571 | 55'151 | 93.23% | 93.23% |
| 21.10.2021 | 0.83% | 1.81 | 1.82 | 50'000 | 50'000 | 34'448 | 30'560 | 71'766 | 63'761 | 97.07% | 97.07% |
| 20.10.2021 | 0.83% | 2.10 | 2.11 | 50'000 | 50'000 | 34'545 | 30'681 | 73'240 | 65'533 | 95.35% | 95.35% |
| 19.10.2021 | 0.89% | 2.07 | 2.08 | 50'000 | 50'000 | 34'402 | 30'502 | 69'276 | 62'032 | 98.30% | 98.30% |
| 18.10.2021 | 0.78% | 2.16 | 2.17 | 50'000 | 50'000 | 34'581 | 30'726 | 76'939 | 68'718 | 94.21% | 94.21% |
| 15.10.2021 | 0.70% | 2.40 | 2.41 | 50'000 | 50'000 | 30'808 | 30'808 | 76'746 | 77'246 | 89.62% | 89.62% |
| 14.10.2021 | 0.69% | 2.56 | 2.57 | 50'000 | 50'000 | 30'546 | 30'546 | 78'056 | 78'556 | 97.01% | 97.01% |
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