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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 | 3.25% | 5.30 | 5.46 | 100'000 | 20'000 | 100'000 | 20'000 | 528'055 | 109'101 | 100.00% | 100.00% |
| 19.03.2015 | 1.75% | 5.39 | 5.44 | 200'000 | 40'000 | 134'576 | 26'915 | 727'212 | 147'667 | 100.00% | 100.00% |
| 18.03.2015 | 2.37% | 4.74 | 4.78 | 200'000 | 40'000 | 134'494 | 26'899 | 666'627 | 136'109 | 99.68% | 99.68% |
| 17.03.2015 | 2.12% | 5.21 | 5.25 | 200'000 | 40'000 | 134'051 | 26'810 | 686'543 | 139'853 | 99.19% | 99.19% |
| 16.03.2015 | 2.03% | 5.17 | 5.21 | 200'000 | 40'000 | 134'008 | 26'802 | 684'032 | 139'233 | 99.14% | 99.14% |
| 13.03.2015 | 1.06% | 4.87 | 4.92 | 200'000 | 40'000 | 132'550 | 26'510 | 688'176 | 139'016 | 96.99% | 96.99% |
| 12.03.2015 | 2.12% | 5.30 | 5.33 | 200'000 | 40'000 | 425'964 | 25'663 | 2'054'630 | 129'956 | 77.13% | 77.13% |
| 11.03.2015 | 1.91% | 5.12 | 5.22 | 10'000 | 10'000 | 10'000 | 10'000 | 50'607 | 51'582 | 65.42% | 65.42% |
| 10.03.2015 | 2.13% | 4.98 | 5.00 | 20'000 | 20'000 | 12'850 | 12'850 | 68'316 | 69'608 | 100.00% | 100.00% |
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