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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 | - | - |
| 15.12.2017 | 15.84% | 0.17 | 0.20 | 500'000 | 500'000 | 500'000 | 500'000 | 87'301 | 102'301 | 98.78% | 98.78% |
| 14.12.2017 | 5.47% | 0.18 | 0.19 | 510'000 | 510'000 | 510'000 | 510'000 | 91'009 | 96'109 | 95.55% | 95.55% |
| 13.12.2017 | 5.75% | 0.17 | 0.18 | 510'000 | 510'000 | 510'000 | 510'000 | 86'244 | 91'344 | 97.86% | 97.86% |
| 12.12.2017 | 5.85% | 0.17 | 0.18 | 510'000 | 510'000 | 510'000 | 510'000 | 84'644 | 89'744 | 95.37% | 95.37% |
| 11.12.2017 | 5.57% | 0.18 | 0.19 | 510'000 | 510'000 | 510'000 | 510'000 | 89'107 | 94'207 | 95.31% | 95.31% |
| 08.12.2017 | 5.34% | 0.19 | 0.20 | 510'000 | 510'000 | 510'000 | 510'000 | 93'035 | 98'135 | 97.26% | 97.26% |
| 07.12.2017 | 6.52% | 0.14 | 0.15 | 520'000 | 520'000 | 520'000 | 520'000 | 77'267 | 82'467 | 96.49% | 96.49% |
| 06.12.2017 | 7.98% | 0.14 | 0.15 | 520'000 | 520'000 | 520'000 | 520'000 | 63'012 | 68'212 | 97.49% | 97.49% |
| 05.12.2017 | 7.23% | 0.13 | 0.14 | 520'000 | 520'000 | 520'000 | 520'000 | 69'455 | 74'655 | 97.25% | 97.25% |
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