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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 | 1.88% | 9.24 | 9.41 | 100'000 | 20'000 | 100'000 | 20'000 | 923'135 | 188'122 | 100.00% | 100.00% |
| 19.03.2015 | 1.01% | 9.36 | 9.40 | 200'000 | 40'000 | 134'576 | 26'915 | 1'260'680 | 254'366 | 100.00% | 100.00% |
| 18.03.2015 | 1.35% | 8.72 | 8.76 | 200'000 | 40'000 | 133'500 | 26'700 | 1'195'400 | 241'869 | 98.37% | 98.37% |
| 17.03.2015 | 1.19% | 9.23 | 9.27 | 200'000 | 40'000 | 134'409 | 26'882 | 1'227'570 | 248'069 | 99.74% | 99.74% |
| 16.03.2015 | 1.15% | 9.20 | 9.23 | 200'000 | 40'000 | 134'007 | 26'801 | 1'222'480 | 246'931 | 99.14% | 99.14% |
| 13.03.2015 | 0.60% | 8.89 | 8.93 | 200'000 | 40'000 | 132'549 | 26'510 | 1'221'790 | 245'743 | 96.99% | 96.99% |
| 12.03.2015 | 1.17% | 9.31 | 9.35 | 200'000 | 40'000 | 418'026 | 25'465 | 3'689'660 | 230'986 | 76.08% | 76.08% |
| 11.03.2015 | 1.08% | 9.13 | 9.24 | 10'000 | 10'000 | 10'000 | 10'000 | 90'719 | 91'704 | 65.42% | 65.42% |
| 10.03.2015 | 1.25% | 8.96 | 8.98 | 20'000 | 20'000 | 12'850 | 12'850 | 119'385 | 120'690 | 100.00% | 100.00% |
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