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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 | - | - |
| 01.03.2016 | 39.52% | 0.07 | 0.11 | 50'000 | 50'000 | 50'000 | 50'000 | 3'534 | 5'229 | 100.00% | 100.00% |
| 29.02.2016 | 58.19% | 0.04 | 0.07 | 50'000 | 50'000 | 49'429 | 50'000 | 2'250 | 3'946 | 99.94% | 99.94% |
| 26.02.2016 | 26.51% | 0.13 | 0.16 | 50'000 | 50'000 | 49'999 | 50'000 | 5'668 | 7'385 | 98.17% | 98.17% |
| 25.02.2016 | 66.48% | 0.05 | 0.08 | 50'000 | 50'000 | 50'000 | 50'000 | 1'759 | 3'473 | 95.01% | 95.01% |
| 24.02.2016 | 85.61% | 0.01 | 0.05 | 250'000 | 50'000 | 180'941 | 50'000 | 3'269 | 2'237 | 99.86% | 100.00% |
| 23.02.2016 | 63.65% | 0.03 | 0.06 | 50'000 | 50'000 | 51'031 | 50'000 | 1'894 | 3'483 | 99.97% | 100.00% |
| 22.02.2016 | 37.37% | 0.06 | 0.10 | 50'000 | 50'000 | 49'983 | 50'000 | 3'893 | 5'663 | 99.70% | 99.70% |
| 19.02.2016 | 38.76% | 0.08 | 0.12 | 50'000 | 50'000 | 49'850 | 50'000 | 3'673 | 5'449 | 100.00% | 100.00% |
| 18.02.2016 | 34.63% | 0.09 | 0.13 | 50'000 | 50'000 | 50'000 | 50'000 | 4'166 | 5'885 | 100.00% | 100.00% |
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