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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 | - | - | 0.02 | 0 | 1'000'000 | 0 | 0 | 0 | 0 | 0.00% | 99.29% |
| 17.09.2015 | - | - | 0.02 | 0 | 1'000'000 | 0 | 0 | 0 | 0 | 0.00% | 98.49% |
| 16.09.2015 | 98.58% | 0.01 | 0.02 | 660'000 | 990'000 | 660'000 | 660'000 | 6'756 | 19'800 | 7.01% | 99.30% |
| 15.09.2015 | 100.00% | 0.01 | 0.03 | 1'000'000 | 1'000'000 | 960'563 | 960'563 | 9'606 | 28'817 | 11.44% | 97.00% |
| 14.09.2015 | 22.21% | 0.03 | 0.04 | 450'000 | 450'000 | 421'822 | 421'822 | 17'747 | 21'965 | 89.66% | 89.66% |
| 11.09.2015 | 13.56% | 0.07 | 0.08 | 400'000 | 400'000 | 391'680 | 391'680 | 27'137 | 31'054 | 97.19% | 97.19% |
| 10.09.2015 | 11.50% | 0.08 | 0.09 | 350'000 | 350'000 | 366'263 | 366'263 | 30'384 | 34'046 | 95.67% | 95.67% |
| 09.09.2015 | 7.95% | 0.11 | 0.12 | 310'000 | 310'000 | 310'000 | 310'000 | 37'628 | 40'728 | 93.83% | 93.83% |
| 08.09.2015 | 12.89% | 0.06 | 0.07 | 390'000 | 390'000 | 414'401 | 414'401 | 30'329 | 34'473 | 94.14% | 94.14% |
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