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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 | - | - |
| 16.07.2015 | - | - | 0.02 | 0 | 1'000'000 | 0 | 0 | 0 | 0 | 0.00% | 99.99% |
| 15.07.2015 | - | - | 0.02 | 0 | 1'000'000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
| 14.07.2015 | 66.67% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 10'000 | 20'000 | 35.11% | 100.00% |
| 13.07.2015 | 45.28% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 18'021 | 28'021 | 99.98% | 99.98% |
| 10.07.2015 | 13.75% | 0.06 | 0.07 | 1'000'000 | 1'000'000 | 999'997 | 1'000'000 | 69'083 | 79'084 | 99.90% | 99.90% |
| 09.07.2015 | 6.32% | 0.13 | 0.14 | 1'000'000 | 1'000'000 | 999'983 | 999'983 | 156'117 | 166'117 | 98.52% | 98.52% |
| 08.07.2015 | 3.65% | 0.24 | 0.25 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 269'864 | 279'866 | 99.46% | 99.46% |
| 07.07.2015 | 3.80% | 0.31 | 0.32 | 1'000'000 | 1'000'000 | 999'987 | 999'995 | 259'573 | 269'578 | 99.50% | 99.50% |
| 06.07.2015 | 3.16% | 0.30 | 0.31 | 1'000'000 | 1'000'000 | 999'911 | 999'991 | 311'934 | 321'958 | 99.63% | 99.63% |
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