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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 | - | - |
| 17.12.2021 | 163.64% | 0.00 | 0.01 | 1'000'000 | 250'000 | 999'934 | 250'000 | 1'000 | 2'500 | 99.97% | 99.97% |
| 16.12.2021 | 163.64% | 0.00 | 0.01 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 1'000 | 2'500 | 100.00% | 100.00% |
| 15.12.2021 | 117.32% | 0.00 | 0.01 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 5'299 | 3'694 | 99.74% | 99.74% |
| 14.12.2021 | 43.47% | 0.01 | 0.02 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 18'625 | 7'156 | 98.70% | 98.70% |
| 13.12.2021 | 38.26% | 0.02 | 0.03 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 21'627 | 7'907 | 99.87% | 99.87% |
| 10.12.2021 | 39.91% | 0.02 | 0.03 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 20'147 | 7'537 | 100.00% | 100.00% |
| 09.12.2021 | 33.30% | 0.03 | 0.04 | 1'000'000 | 250'000 | 1'000'000 | 251'337 | 25'627 | 8'960 | 99.90% | 99.90% |
| 08.12.2021 | 16.00% | 0.06 | 0.07 | 1'000'000 | 500'000 | 882'790 | 446'237 | 50'764 | 30'165 | 99.66% | 99.66% |
| 07.12.2021 | 16.77% | 0.06 | 0.07 | 775'000 | 400'000 | 905'768 | 433'616 | 49'814 | 28'543 | 100.00% | 100.00% |
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