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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 | - | - |
| 29.10.2019 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
| 28.10.2019 | - | 0.79 | - | 100'000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 19.02% |
| 25.10.2019 | 1.16% | 0.81 | 0.84 | 90'000 | 90'000 | 90'000 | 90'000 | 77'399 | 78'299 | 97.41% | 100.00% |
| 24.10.2019 | 1.09% | 0.90 | 0.91 | 70'000 | 70'000 | 70'000 | 70'000 | 64'011 | 64'711 | 100.00% | 100.00% |
| 23.10.2019 | 0.94% | 1.08 | 1.09 | 60'000 | 60'000 | 60'000 | 60'000 | 63'661 | 64'261 | 100.00% | 100.00% |
| 22.10.2019 | 0.79% | 1.29 | 1.30 | 60'000 | 60'000 | 60'000 | 60'000 | 75'405 | 76'005 | 99.88% | 99.88% |
| 21.10.2019 | 0.76% | 1.26 | 1.27 | 50'000 | 50'000 | 50'000 | 50'000 | 65'774 | 66'274 | 100.00% | 100.00% |
| 18.10.2019 | 0.69% | 1.48 | 1.49 | 50'000 | 50'000 | 50'000 | 50'000 | 72'043 | 72'543 | 98.75% | 98.75% |
| 17.10.2019 | 0.67% | 1.47 | 1.48 | 50'000 | 50'000 | 50'000 | 50'000 | 73'858 | 74'358 | 99.78% | 99.78% |
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