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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 | - | - |
| 22.11.2021 | - | - | 0.02 | 0 | 100'000 | 0 | 0 | 0 | 0 | 0.00% | 8.89% |
| 19.11.2021 | - | - | 0.02 | 0 | 100'000 | 0 | 0 | 0 | 0 | 0.00% | 77.95% |
| 18.11.2021 | 66.67% | 0.01 | 0.02 | 500'000 | 500'000 | 500'000 | 500'000 | 5'000 | 10'000 | 0.03% | 72.40% |
| 17.11.2021 | 66.67% | 0.01 | 0.02 | 500'000 | 500'000 | 500'000 | 500'000 | 5'000 | 10'000 | 20.23% | 98.45% |
| 16.11.2021 | 92.77% | 0.01 | 0.02 | 500'000 | 500'000 | 186'727 | 186'727 | 1'867 | 4'518 | 99.91% | 99.91% |
| 15.11.2021 | 66.68% | 0.01 | 0.02 | 500'000 | 500'000 | 499'787 | 499'787 | 4'998 | 9'996 | 21.65% | 97.00% |
| 12.11.2021 | 92.57% | 0.01 | 0.02 | 500'000 | 500'000 | 189'147 | 189'147 | 1'891 | 4'560 | 97.02% | 99.41% |
| 11.11.2021 | 86.93% | 0.02 | 0.03 | 500'000 | 500'000 | 187'122 | 187'122 | 2'960 | 5'614 | 99.26% | 99.26% |
| 10.11.2021 | 86.29% | 0.02 | 0.03 | 500'000 | 500'000 | 192'926 | 192'926 | 3'047 | 5'744 | 93.09% | 93.09% |
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