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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 | - | - |
| 15.10.2021 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
| 14.10.2021 | 2.06% | 0.43 | 0.44 | 120'000 | 100'000 | 107'708 | 100'000 | 51'714 | 49'124 | 100.00% | 100.00% |
| 13.10.2021 | 2.30% | 0.45 | 0.46 | 120'000 | 100'000 | 121'858 | 100'000 | 52'490 | 44'135 | 98.20% | 98.20% |
| 12.10.2021 | 3.19% | 0.31 | 0.32 | 170'000 | 100'000 | 168'082 | 100'000 | 51'845 | 31'889 | 100.00% | 100.00% |
| 11.10.2021 | 3.48% | 0.34 | 0.35 | 150'000 | 100'000 | 182'066 | 100'000 | 51'460 | 29'409 | 100.00% | 100.00% |
| 08.10.2021 | 4.04% | 0.23 | 0.24 | 220'000 | 100'000 | 207'690 | 100'000 | 50'425 | 25'314 | 99.17% | 99.17% |
| 07.10.2021 | 4.18% | 0.26 | 0.27 | 200'000 | 100'000 | 215'779 | 100'000 | 50'547 | 24'462 | 99.21% | 99.21% |
| 06.10.2021 | 4.52% | 0.20 | 0.22 | 250'000 | 100'000 | 233'647 | 100'000 | 50'519 | 22'635 | 20.12% | 81.47% |
| 05.10.2021 | 4.11% | 0.26 | 0.27 | 200'000 | 100'000 | 212'813 | 100'000 | 50'682 | 24'883 | 100.00% | 100.00% |
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