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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 | - | - | 0.02 | 0 | 1'000'000 | 0 | 0 | 0 | 0 | 0.00% | 99.12% |
| 17.06.2015 | 89.29% | 0.01 | 0.03 | 290'000 | 290'000 | 258'862 | 258'862 | 3'097 | 7'766 | 85.55% | 97.81% |
| 16.06.2015 | 72.59% | 0.01 | 0.03 | 260'000 | 260'000 | 233'604 | 233'604 | 3'282 | 7'008 | 91.96% | 95.96% |
| 15.06.2015 | 24.69% | 0.03 | 0.04 | 170'000 | 170'000 | 165'945 | 165'945 | 5'987 | 7'647 | 99.63% | 99.63% |
| 12.06.2015 | 15.35% | 0.04 | 0.05 | 150'000 | 150'000 | 133'397 | 133'397 | 8'147 | 9'481 | 96.45% | 96.45% |
| 11.06.2015 | 9.28% | 0.10 | 0.11 | 110'000 | 110'000 | 105'932 | 105'932 | 10'905 | 11'964 | 99.44% | 99.44% |
| 10.06.2015 | 7.32% | 0.15 | 0.16 | 100'000 | 100'000 | 100'000 | 100'000 | 13'242 | 14'242 | 99.07% | 99.07% |
| 09.06.2015 | 8.38% | 0.15 | 0.16 | 110'000 | 110'000 | 110'000 | 110'000 | 12'798 | 13'898 | 98.16% | 98.16% |
| 08.06.2015 | 8.89% | 0.12 | 0.13 | 110'000 | 110'000 | 110'000 | 110'000 | 11'900 | 13'000 | 98.94% | 98.94% |
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