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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 | - | - |
| 17.09.2021 | 120.00% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 5'000 | 20'000 | 95.92% | 95.92% |
| 16.09.2021 | 35.48% | 0.03 | 0.04 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 23'762 | 33'762 | 90.45% | 90.45% |
| 15.09.2021 | 20.52% | 0.07 | 0.08 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 45'189 | 55'189 | 98.27% | 98.27% |
| 14.09.2021 | 15.12% | 0.06 | 0.07 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 62'831 | 72'831 | 99.15% | 99.15% |
| 13.09.2021 | 14.30% | 0.08 | 0.09 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 66'003 | 76'003 | 98.81% | 98.81% |
| 10.09.2021 | 10.01% | 0.13 | 0.14 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 96'550 | 106'550 | 97.13% | 97.13% |
| 09.09.2021 | 5.75% | 0.12 | 0.13 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 177'348 | 187'348 | 97.96% | 97.96% |
| 08.09.2021 | 6.51% | 0.18 | 0.19 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 151'674 | 161'674 | 96.48% | 96.48% |
| 07.09.2021 | 15.24% | 0.08 | 0.09 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 61'824 | 71'824 | 79.68% | 79.68% |
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