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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 | - | - |
| 18.09.2015 | 68.33% | 0.05 | 0.07 | 750'000 | 750'000 | 749'999 | 750'000 | 19'669 | 36'470 | 44.77% | 91.13% |
| 17.09.2015 | 12.35% | 0.10 | 0.11 | 750'000 | 750'000 | 750'000 | 750'000 | 57'926 | 65'426 | 77.88% | 77.88% |
| 16.09.2015 | 12.84% | 0.08 | 0.09 | 750'000 | 750'000 | 750'000 | 750'000 | 56'341 | 63'841 | 93.01% | 93.01% |
| 15.09.2015 | 6.40% | 0.09 | 0.10 | 700'000 | 700'000 | 721'310 | 721'310 | 112'925 | 120'138 | 89.92% | 89.92% |
| 14.09.2015 | 4.98% | 0.17 | 0.18 | 700'000 | 700'000 | 719'946 | 719'946 | 142'740 | 149'939 | 98.72% | 98.72% |
| 11.09.2015 | 3.64% | 0.24 | 0.25 | 650'000 | 650'000 | 689'194 | 689'194 | 188'793 | 195'685 | 98.19% | 98.19% |
| 10.09.2015 | 4.28% | 0.23 | 0.24 | 750'000 | 750'000 | 750'000 | 750'000 | 174'300 | 181'800 | 99.14% | 99.14% |
| 09.09.2015 | 7.78% | 0.18 | 0.19 | 750'000 | 750'000 | 750'000 | 750'000 | 94'088 | 101'588 | 99.32% | 99.32% |
| 08.09.2015 | 4.88% | 0.22 | 0.23 | 750'000 | 750'000 | 750'000 | 750'000 | 150'981 | 158'481 | 98.92% | 98.92% |
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