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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 | - | - |
| 18.06.2015 | 49.19% | 0.03 | 0.09 | 450'000 | 450'000 | 450'395 | 450'395 | 45'284 | 72'307 | 79.12% | 79.12% |
| 17.06.2015 | 11.78% | 0.08 | 0.09 | 600'000 | 600'000 | 658'925 | 658'925 | 54'594 | 61'183 | 92.42% | 92.42% |
| 16.06.2015 | 5.58% | 0.09 | 0.10 | 400'000 | 400'000 | 420'146 | 420'146 | 77'834 | 82'036 | 90.43% | 90.43% |
| 15.06.2015 | 6.54% | 0.13 | 0.14 | 600'000 | 600'000 | 619'498 | 619'498 | 92'973 | 99'168 | 96.71% | 96.71% |
| 12.06.2015 | 11.56% | 0.13 | 0.14 | 750'000 | 750'000 | 750'000 | 750'000 | 69'387 | 76'887 | 93.68% | 93.68% |
| 11.06.2015 | 20.26% | 0.06 | 0.07 | 750'000 | 750'000 | 750'000 | 750'000 | 34'846 | 42'346 | 94.90% | 94.90% |
| 10.06.2015 | 7.77% | 0.09 | 0.10 | 700'000 | 700'000 | 641'245 | 641'245 | 80'902 | 87'315 | 97.76% | 97.76% |
| 09.06.2015 | 4.41% | 0.18 | 0.19 | 500'000 | 500'000 | 537'089 | 537'089 | 121'149 | 126'520 | 90.61% | 90.61% |
| 08.06.2015 | 5.41% | 0.18 | 0.19 | 650'000 | 650'000 | 688'337 | 688'337 | 124'361 | 131'244 | 97.82% | 97.82% |
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