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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 | - | - |
| 05.10.2021 | 16.37% | 0.05 | 0.06 | 234'023 | 100'000 | 231'267 | 100'000 | 12'996 | 6'620 | 2.24% | 3.39% |
| 04.10.2021 | 14.93% | 0.06 | 0.07 | 230'391 | 100'000 | 229'637 | 100'000 | 14'308 | 7'234 | 95.89% | 100.00% |
| 01.10.2021 | 10.93% | 0.08 | 0.09 | 225'096 | 100'000 | 223'771 | 100'000 | 19'492 | 9'717 | 98.80% | 98.80% |
| 30.09.2021 | 9.16% | 0.11 | 0.12 | 219'097 | 100'000 | 220'142 | 100'000 | 22'984 | 11'444 | 100.00% | 100.00% |
| 29.09.2021 | 7.92% | 0.10 | 0.11 | 221'979 | 100'000 | 214'186 | 100'000 | 26'449 | 13'386 | 98.20% | 98.20% |
| 28.09.2021 | 6.90% | 0.14 | 0.15 | 210'430 | 100'000 | 209'773 | 100'000 | 29'386 | 15'011 | 97.40% | 97.40% |
| 27.09.2021 | 5.42% | 0.17 | 0.18 | 201'721 | 100'000 | 200'458 | 100'000 | 36'130 | 19'042 | 100.00% | 100.00% |
| 24.09.2021 | 5.13% | 0.19 | 0.20 | 197'839 | 100'000 | 197'748 | 100'000 | 37'594 | 20'013 | 96.45% | 96.45% |
| 23.09.2021 | 5.13% | 0.19 | 0.20 | 198'090 | 100'000 | 197'752 | 100'000 | 37'607 | 20'023 | 99.03% | 99.03% |
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