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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 | - | - |
| 15.10.2021 | 175.00% | 0.00 | 0.02 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 1'000 | 3'750 | 45.37% | 45.37% |
| 14.10.2021 | 175.00% | 0.00 | 0.02 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 1'000 | 3'750 | 100.00% | 100.00% |
| 13.10.2021 | 42.72% | 0.02 | 0.03 | 1'000'000 | 250'000 | 999'782 | 255'299 | 19'977 | 7'823 | 100.00% | 100.00% |
| 12.10.2021 | 14.63% | 0.06 | 0.07 | 925'000 | 475'000 | 807'317 | 416'997 | 51'100 | 30'826 | 100.00% | 100.00% |
| 11.10.2021 | 12.70% | 0.06 | 0.07 | 925'000 | 475'000 | 689'633 | 363'175 | 50'763 | 30'543 | 100.00% | 100.00% |
| 08.10.2021 | 12.22% | 0.07 | 0.08 | 675'000 | 350'000 | 653'841 | 343'092 | 50'270 | 29'895 | 99.64% | 99.64% |
| 07.10.2021 | 8.13% | 0.09 | 0.10 | 575'000 | 300'000 | 438'558 | 407'038 | 51'749 | 52'959 | 99.74% | 99.74% |
| 06.10.2021 | 3.65% | 0.22 | 0.23 | 250'000 | 250'000 | 200'898 | 200'901 | 54'024 | 56'034 | 99.70% | 99.70% |
| 05.10.2021 | 5.26% | 0.14 | 0.15 | 350'000 | 350'000 | 284'513 | 284'509 | 52'725 | 55'570 | 100.00% | 100.00% |
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