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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 | 2.27% | 0.34 | 0.35 | 150'000 | 100'000 | 119'874 | 51'879 | 52'163 | 23'130 | 80.97% | 81.35% |
| 14.10.2021 | 1.20% | 0.67 | 0.68 | 100'000 | 100'000 | 70'795 | 60'785 | 57'910 | 49'960 | 99.88% | 99.88% |
| 13.10.2021 | 0.91% | 1.22 | 1.23 | 100'000 | 100'000 | 60'887 | 60'887 | 67'893 | 68'502 | 99.50% | 99.50% |
| 12.10.2021 | 1.00% | 0.95 | 0.96 | 100'000 | 100'000 | 65'613 | 60'833 | 64'859 | 60'886 | 100.00% | 100.00% |
| 11.10.2021 | 1.31% | 0.63 | 0.64 | 100'000 | 100'000 | 75'341 | 60'833 | 56'784 | 45'745 | 100.00% | 100.00% |
| 08.10.2021 | 1.36% | 0.69 | 0.70 | 100'000 | 100'000 | 79'213 | 60'833 | 57'848 | 45'135 | 100.00% | 100.00% |
| 07.10.2021 | 1.25% | 0.60 | 0.61 | 100'000 | 100'000 | 71'746 | 60'742 | 56'859 | 48'095 | 99.77% | 99.77% |
| 06.10.2021 | 0.69% | 1.39 | 1.40 | 100'000 | 100'000 | 60'821 | 60'821 | 87'995 | 88'603 | 100.00% | 100.00% |
| 05.10.2021 | 0.76% | 1.03 | 1.04 | 100'000 | 100'000 | 60'729 | 60'729 | 78'780 | 79'388 | 100.00% | 100.00% |
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