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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 | - | - |
| 06.08.2021 | 3.02% | 0.08 | 0.10 | 500'000 | 20'000 | 81'723 | 20'000 | 53'924 | 15'574 | 81.51% | 81.51% |
| 05.08.2021 | 2.12% | 1.02 | 1.04 | 50'000 | 20'000 | 50'609 | 20'000 | 56'474 | 22'840 | 99.83% | 99.83% |
| 04.08.2021 | 1.44% | 1.12 | 1.14 | 50'000 | 20'000 | 41'062 | 20'000 | 57'873 | 28'718 | 99.60% | 99.60% |
| 03.08.2021 | 1.91% | 1.19 | 1.21 | 50'000 | 20'000 | 48'948 | 20'000 | 57'257 | 23'888 | 90.88% | 90.88% |
| 02.08.2021 | 1.92% | 1.24 | 1.26 | 50'000 | 20'000 | 49'999 | 20'000 | 58'665 | 23'920 | 90.04% | 90.04% |
| 30.07.2021 | 1.56% | 1.29 | 1.31 | 40'000 | 20'000 | 42'837 | 20'000 | 54'448 | 25'891 | 100.00% | 100.00% |
| 29.07.2021 | 1.65% | 1.48 | 1.50 | 40'000 | 20'000 | 44'711 | 20'000 | 56'551 | 25'869 | 99.94% | 99.94% |
| 28.07.2021 | 3.45% | 0.70 | 0.72 | 80'000 | 20'000 | 87'789 | 20'000 | 52'909 | 12'523 | 99.89% | 99.89% |
| 27.07.2021 | 2.37% | 0.42 | 0.44 | 120'000 | 20'000 | 65'350 | 20'000 | 54'636 | 17'806 | 99.93% | 99.93% |
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