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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 | - | - |
| 18.06.2015 | 37.14% | 0.07 | 0.08 | 40'000 | 40'000 | 63'032 | 63'032 | 2'142 | 3'053 | 97.69% | 97.69% |
| 17.06.2015 | 29.98% | 0.06 | 0.08 | 40'000 | 40'000 | 41'733 | 41'733 | 2'395 | 3'230 | 98.85% | 98.85% |
| 16.06.2015 | 14.39% | 0.11 | 0.12 | 40'000 | 40'000 | 45'129 | 45'129 | 3'060 | 3'511 | 98.34% | 98.34% |
| 15.06.2015 | 23.91% | 0.07 | 0.09 | 40'000 | 40'000 | 40'000 | 40'000 | 2'999 | 3'799 | 98.03% | 98.03% |
| 12.06.2015 | 12.67% | 0.11 | 0.13 | 30'000 | 30'000 | 30'000 | 30'000 | 4'501 | 5'101 | 98.90% | 98.90% |
| 11.06.2015 | 10.05% | 0.16 | 0.18 | 30'000 | 30'000 | 30'000 | 30'000 | 5'695 | 6'295 | 99.68% | 99.68% |
| 10.06.2015 | 9.72% | 0.20 | 0.22 | 30'000 | 30'000 | 30'000 | 30'000 | 5'879 | 6'479 | 99.86% | 99.86% |
| 09.06.2015 | 10.66% | 0.20 | 0.22 | 30'000 | 30'000 | 30'000 | 30'000 | 5'356 | 5'956 | 95.72% | 95.72% |
| 08.06.2015 | 10.03% | 0.20 | 0.22 | 30'000 | 30'000 | 34'034 | 34'034 | 6'465 | 7'146 | 99.44% | 99.44% |
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