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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 | - | - |
| 18.09.2015 | 5.05% | 0.34 | 0.36 | 750'000 | 750'000 | 750'000 | 750'000 | 290'267 | 305'267 | 87.18% | 87.18% |
| 17.09.2015 | 3.75% | 0.47 | 0.49 | 750'000 | 750'000 | 750'000 | 750'000 | 393'583 | 408'583 | 89.92% | 89.92% |
| 16.09.2015 | 2.97% | 0.53 | 0.55 | 750'000 | 750'000 | 750'000 | 750'000 | 503'729 | 518'729 | 88.76% | 88.76% |
| 15.09.2015 | 2.46% | 0.80 | 0.82 | 750'000 | 750'000 | 749'951 | 750'000 | 601'667 | 616'706 | 93.11% | 93.11% |
| 14.09.2015 | 2.61% | 0.76 | 0.78 | 750'000 | 750'000 | 750'000 | 750'000 | 568'223 | 583'223 | 83.70% | 83.70% |
| 11.09.2015 | 2.79% | 0.82 | 0.84 | 750'000 | 750'000 | 750'000 | 750'000 | 532'352 | 547'352 | 96.50% | 96.50% |
| 10.09.2015 | 3.15% | 0.65 | 0.67 | 750'000 | 750'000 | 750'000 | 750'000 | 469'355 | 484'355 | 96.94% | 96.94% |
| 09.09.2015 | 3.15% | 0.64 | 0.66 | 750'000 | 750'000 | 750'000 | 750'000 | 469'666 | 484'666 | 95.60% | 95.60% |
| 08.09.2015 | 3.01% | 0.62 | 0.64 | 750'000 | 750'000 | 750'000 | 750'000 | 492'062 | 507'062 | 91.21% | 91.21% |
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