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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 | - | - |
| 16.12.2016 | - | - | 0.01 | 0 | 200'000 | 0 | 0 | 0 | 0 | 0.00% | 96.99% |
| 15.12.2016 | - | - | 0.01 | 0 | 200'000 | 0 | 0 | 0 | 0 | 0.00% | 84.85% |
| 14.12.2016 | - | - | 0.02 | 0 | 100'000 | 0 | 0 | 0 | 0 | 0.00% | 54.24% |
| 13.12.2016 | - | - | 0.02 | 0 | 100'000 | 0 | 0 | 0 | 0 | 0.00% | 8.22% |
| 12.12.2016 | 40.00% | 0.01 | 0.02 | 500'000 | 58'000 | 500'000 | 199'999 | 10'000 | 6'000 | 37.72% | 42.48% |
| 09.12.2016 | 34.38% | 0.02 | 0.03 | 500'000 | 200'000 | 500'000 | 199'899 | 12'852 | 7'141 | 48.02% | 70.74% |
| 08.12.2016 | 15.30% | 0.06 | 0.08 | 500'000 | 200'000 | 500'000 | 200'000 | 30'839 | 14'339 | 54.93% | 98.98% |
| 07.12.2016 | 26.30% | 0.06 | 0.07 | 500'000 | 200'000 | 500'000 | 200'000 | 17'002 | 8'801 | 98.03% | 98.03% |
| 06.12.2016 | 66.77% | 0.01 | 0.02 | 500'000 | 200'000 | 499'999 | 200'000 | 5'000 | 4'006 | 34.41% | 94.34% |
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