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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 27.10.2021 | 1.03% | 96.30 | 97.30 | 250'000 | 250'000 | 250'000 | 250'000 | 240'588 | 243'088 | 100.00% | 100.00% |
| - | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | - | - |
| - | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | - | - |
| 26.10.2021 | 1.03% | 96.50 | 97.50 | 250'000 | 250'000 | 250'000 | 250'000 | 241'543 | 244'043 | 98.89% | 98.89% |
| 25.10.2021 | 1.04% | 96.00 | 97.00 | 250'000 | 250'000 | 250'000 | 250'000 | 239'726 | 242'226 | 100.00% | 100.00% |
| 22.10.2021 | 1.04% | 95.90 | 96.90 | 250'000 | 250'000 | 250'000 | 250'000 | 239'865 | 242'365 | 98.99% | 98.99% |
| 21.10.2021 | 1.04% | 95.70 | 96.70 | 250'000 | 250'000 | 250'000 | 250'000 | 239'041 | 241'541 | 100.00% | 100.00% |
| 20.10.2021 | 1.04% | 96.00 | 97.00 | 250'000 | 250'000 | 250'000 | 250'000 | 239'019 | 241'519 | 100.00% | 100.00% |
| 19.10.2021 | 1.04% | 96.20 | 97.20 | 250'000 | 250'000 | 250'038 | 250'038 | 238'918 | 241'418 | 99.15% | 99.15% |
| 18.10.2021 | 1.05% | 94.70 | 95.70 | 250'000 | 250'000 | 250'000 | 250'000 | 236'591 | 239'091 | 100.00% | 100.00% |
| 15.10.2021 | 1.05% | 95.00 | 96.00 | 250'000 | 250'000 | 250'000 | 250'000 | 237'509 | 240'009 | 100.00% | 100.00% |
| 14.10.2021 | 1.05% | 94.80 | 95.80 | 250'000 | 250'000 | 250'000 | 250'000 | 236'778 | 239'278 | 100.00% | 100.00% |
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