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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 | 40.00% | 0.03 | 0.05 | 500'000 | 25'000 | 440'434 | 25'000 | 17'504 | 1'505 | 96.22% | 96.22% |
| 17.09.2015 | 51.16% | 0.04 | 0.06 | 75'000 | 25'000 | 75'000 | 24'994 | 2'319 | 1'273 | 99.34% | 99.34% |
| 16.09.2015 | 52.59% | 0.02 | 0.04 | 75'000 | 25'000 | 75'000 | 23'780 | 2'414 | 1'280 | 99.55% | 99.55% |
| 15.09.2015 | 49.59% | 0.03 | 0.05 | 75'000 | 25'000 | 75'000 | 25'000 | 2'281 | 1'260 | 100.00% | 100.00% |
| 14.09.2015 | 41.22% | 0.04 | 0.06 | 75'000 | 25'000 | 75'000 | 25'000 | 2'909 | 1'470 | 100.00% | 100.00% |
| 11.09.2015 | 31.11% | 0.05 | 0.07 | 75'000 | 25'000 | 75'000 | 25'000 | 4'100 | 1'867 | 100.00% | 100.00% |
| 10.09.2015 | 28.57% | 0.06 | 0.08 | 75'000 | 25'000 | 75'000 | 25'000 | 4'500 | 2'000 | 97.27% | 97.27% |
| 09.09.2015 | 56.78% | 0.07 | 0.09 | 75'000 | 25'000 | 75'000 | 12'500 | 3'886 | 1'148 | 96.64% | 96.64% |
| 08.09.2015 | 54.46% | 0.06 | 0.10 | 75'000 | 12'500 | 75'000 | 12'500 | 4'033 | 1'172 | 96.51% | 96.51% |
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