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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 | - | - |
| 18.01.2016 | 3.95% | 2.87 | 2.99 | 20'000 | 20'000 | 20'000 | 20'000 | 56'870 | 59'160 | 98.44% | 100.00% |
| 15.01.2016 | 4.09% | 2.53 | 2.65 | 20'000 | 20'000 | 20'056 | 19'975 | 55'415 | 57'503 | 87.07% | 99.97% |
| 14.01.2016 | 3.89% | 2.94 | 3.27 | 15'500 | 20'000 | 20'000 | 20'000 | 58'401 | 60'718 | 79.74% | 99.54% |
| 13.01.2016 | 3.39% | 3.25 | 3.37 | 20'000 | 20'000 | 20'000 | 20'000 | 66'235 | 68'521 | 98.34% | 100.00% |
| 12.01.2016 | 3.89% | 2.94 | 3.05 | 20'000 | 20'000 | 20'000 | 20'000 | 58'145 | 60'448 | 98.89% | 100.00% |
| 11.01.2016 | 4.81% | 2.34 | 2.45 | 30'000 | 20'000 | 30'000 | 20'000 | 69'608 | 48'688 | 100.00% | 100.00% |
| 08.01.2016 | 4.34% | 2.37 | 2.49 | 30'000 | 20'000 | 22'209 | 20'000 | 57'673 | 54'647 | 81.61% | 99.98% |
| 07.01.2016 | 4.40% | 2.59 | 2.70 | 20'000 | 20'000 | 22'730 | 20'000 | 57'506 | 53'110 | 93.52% | 97.90% |
| 06.01.2016 | 3.67% | 3.05 | 3.16 | 20'000 | 20'000 | 20'000 | 20'000 | 61'723 | 64'027 | 95.75% | 100.00% |
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