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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 | - | - | 0.03 | 0 | 20'000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
| 19.03.2015 | - | - | 0.03 | 0 | 40'000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
| 18.03.2015 | 44.15% | 0.05 | 0.03 | 1'000'000 | 40'000 | 1'000'000 | 40'000 | 50'000 | 3'137 | 0.10% | 96.39% |
| 17.03.2015 | - | - | 0.03 | 0 | 40'000 | 0 | 0 | 0 | 0 | 0.00% | 97.44% |
| 16.03.2015 | 100.11% | 0.01 | 0.03 | 1'000'000 | 40'000 | 544'803 | 21'792 | 5'448 | 656 | 71.92% | 99.14% |
| 13.03.2015 | 81.41% | 0.01 | 0.03 | 1'000'000 | 40'000 | 671'021 | 26'841 | 8'362 | 805 | 99.42% | 99.42% |
| 12.03.2015 | 73.06% | 0.02 | 0.03 | 1'000'000 | 40'000 | 672'646 | 26'906 | 10'651 | 807 | 100.00% | 100.00% |
| 11.03.2015 | 37.82% | 0.02 | 0.03 | 1'000'000 | 40'000 | 328'946 | 19'681 | 8'542 | 771 | 96.74% | 96.92% |
| 10.03.2015 | 30.56% | 0.03 | 0.04 | 20'000 | 20'000 | 12'848 | 12'847 | 641 | 872 | 99.98% | 100.00% |
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