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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 | - | - | 0.01 | 0 | 200'000 | 0 | 0 | 0 | 0 | 0.00% | 96.16% |
| 17.09.2015 | 54.42% | 0.02 | 0.03 | 500'000 | 200'000 | 500'000 | 200'000 | 7'297 | 4'919 | 99.32% | 99.43% |
| 16.09.2015 | 24.53% | 0.03 | 0.04 | 500'000 | 200'000 | 500'000 | 200'000 | 19'098 | 9'639 | 99.44% | 99.44% |
| 15.09.2015 | 26.11% | 0.05 | 0.06 | 500'000 | 200'000 | 500'000 | 200'000 | 17'226 | 8'890 | 55.73% | 55.73% |
| 14.09.2015 | 9.74% | 0.08 | 0.09 | 500'000 | 200'000 | 470'325 | 200'000 | 46'589 | 22'132 | 100.00% | 100.00% |
| 11.09.2015 | 7.27% | 0.14 | 0.15 | 360'000 | 200'000 | 381'614 | 200'000 | 50'566 | 28'598 | 100.00% | 100.00% |
| 10.09.2015 | 6.55% | 0.14 | 0.15 | 360'000 | 200'000 | 344'296 | 200'000 | 50'821 | 31'675 | 98.59% | 98.59% |
| 09.09.2015 | 4.85% | 0.19 | 0.20 | 270'000 | 200'000 | 250'738 | 200'000 | 50'418 | 42'316 | 100.00% | 100.00% |
| 08.09.2015 | 7.06% | 0.12 | 0.13 | 200'000 | 200'000 | 200'000 | 200'000 | 27'475 | 29'475 | 99.90% | 99.90% |
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