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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 | 10'000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
| 19.03.2015 | - | - | 0.03 | 0 | 20'000 | 0 | 0 | 0 | 0 | 0.00% | 99.98% |
| 18.03.2015 | - | - | 0.03 | 0 | 20'000 | 0 | 0 | 0 | 0 | 0.00% | 96.50% |
| 17.03.2015 | 100.00% | 0.01 | 0.03 | 1'000'000 | 20'000 | 573'999 | 11'480 | 5'740 | 344 | 35.26% | 99.70% |
| 16.03.2015 | 94.55% | 0.01 | 0.03 | 1'000'000 | 20'000 | 672'613 | 13'452 | 8'762 | 458 | 100.00% | 100.00% |
| 13.03.2015 | 98.30% | 0.01 | 0.03 | 1'000'000 | 20'000 | 671'953 | 13'439 | 7'003 | 403 | 99.71% | 99.71% |
| 12.03.2015 | 90.24% | 0.02 | 0.03 | 1'000'000 | 20'000 | 672'656 | 13'453 | 8'352 | 404 | 100.00% | 100.00% |
| 11.03.2015 | 41.94% | 0.02 | 0.03 | 1'000'000 | 20'000 | 278'792 | 13'338 | 5'580 | 413 | 98.21% | 98.21% |
| 10.03.2015 | 38.97% | 0.03 | 0.05 | 20'000 | 20'000 | 12'845 | 12'845 | 461 | 684 | 100.00% | 100.00% |
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