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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 | - | - |
| 20.03.2015 | 8.82% | 0.11 | 0.12 | 210'000 | 210'000 | 210'000 | 210'000 | 22'790 | 24'890 | 99.09% | 99.09% |
| 19.03.2015 | 8.81% | 0.11 | 0.12 | 210'000 | 210'000 | 210'000 | 210'000 | 22'845 | 24'945 | 98.03% | 98.03% |
| 18.03.2015 | 9.73% | 0.09 | 0.10 | 220'000 | 220'000 | 216'112 | 216'112 | 21'358 | 23'519 | 96.37% | 96.37% |
| 17.03.2015 | 7.99% | 0.12 | 0.13 | 220'000 | 220'000 | 215'893 | 215'893 | 26'045 | 28'204 | 96.08% | 96.08% |
| 16.03.2015 | 8.27% | 0.14 | 0.15 | 220'000 | 220'000 | 224'086 | 224'086 | 26'205 | 28'445 | 99.54% | 99.54% |
| 13.03.2015 | 10.39% | 0.09 | 0.10 | 240'000 | 240'000 | 235'915 | 235'915 | 21'578 | 23'937 | 99.34% | 99.34% |
| 12.03.2015 | 9.43% | 0.11 | 0.12 | 240'000 | 240'000 | 240'000 | 240'000 | 24'359 | 26'759 | 98.63% | 98.63% |
| 11.03.2015 | 11.55% | 0.10 | 0.11 | 270'000 | 270'000 | 270'000 | 270'000 | 22'079 | 24'779 | 100.00% | 100.00% |
| 10.03.2015 | 11.01% | 0.08 | 0.09 | 260'000 | 260'000 | 255'930 | 255'930 | 22'134 | 24'693 | 99.55% | 99.55% |
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