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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 | - | - |
| 21.05.2021 | 120.00% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 5'000 | 20'000 | 0.17% | 100.00% |
| 20.05.2021 | 119.45% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 5'051 | 20'000 | 73.45% | 98.62% |
| 19.05.2021 | 102.69% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 6'687 | 20'093 | 93.99% | 94.55% |
| 18.05.2021 | 14.94% | 0.05 | 0.06 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 65'352 | 75'352 | 97.11% | 97.11% |
| 17.05.2021 | 13.55% | 0.08 | 0.09 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 70'805 | 80'805 | 99.14% | 99.14% |
| 14.05.2021 | 13.52% | 0.09 | 0.10 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 70'657 | 80'657 | 98.84% | 98.84% |
| 12.05.2021 | 14.61% | 0.07 | 0.08 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 64'407 | 74'407 | 99.00% | 99.00% |
| 11.05.2021 | 20.94% | 0.07 | 0.08 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 43'788 | 53'788 | 94.24% | 94.24% |
| 10.05.2021 | 7.55% | 0.14 | 0.15 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 127'919 | 137'919 | 99.48% | 99.48% |
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