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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 | - | - |
| 17.08.2015 | 5.95% | 0.15 | 0.16 | 550'000 | 550'000 | 550'000 | 550'000 | 89'779 | 95'279 | 100.00% | 100.00% |
| 14.08.2015 | 6.64% | 0.14 | 0.15 | 550'000 | 550'000 | 512'462 | 512'462 | 74'925 | 80'050 | 99.69% | 99.69% |
| 13.08.2015 | 8.80% | 0.14 | 0.15 | 600'000 | 600'000 | 637'475 | 637'475 | 70'668 | 77'043 | 99.79% | 99.79% |
| 12.08.2015 | 9.66% | 0.10 | 0.11 | 650'000 | 650'000 | 649'071 | 649'071 | 64'119 | 70'610 | 99.76% | 99.76% |
| 11.08.2015 | 11.82% | 0.11 | 0.12 | 700'000 | 700'000 | 737'486 | 737'486 | 60'988 | 68'363 | 99.86% | 99.86% |
| 10.08.2015 | 10.64% | 0.07 | 0.08 | 750'000 | 750'000 | 730'717 | 730'717 | 65'603 | 72'911 | 99.97% | 99.97% |
| 07.08.2015 | 11.88% | 0.09 | 0.10 | 750'000 | 750'000 | 750'000 | 750'000 | 59'879 | 67'379 | 98.87% | 98.87% |
| 06.08.2015 | 12.08% | 0.09 | 0.10 | 750'000 | 750'000 | 750'000 | 750'000 | 58'681 | 66'181 | 99.79% | 99.79% |
| 05.08.2015 | 17.05% | 0.06 | 0.07 | 750'000 | 750'000 | 750'000 | 750'000 | 40'553 | 48'053 | 99.98% | 99.98% |
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