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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 | 82.31% | 0.01 | 0.02 | 490'000 | 490'000 | 489'995 | 490'000 | 6'294 | 14'607 | 4.42% | 97.60% |
| 17.09.2015 | 28.47% | 0.02 | 0.03 | 580'000 | 580'000 | 616'333 | 616'333 | 18'986 | 25'175 | 99.01% | 99.01% |
| 16.09.2015 | 69.39% | 0.02 | 0.03 | 810'000 | 810'000 | 841'690 | 841'690 | 13'584 | 26'529 | 60.72% | 98.76% |
| 15.09.2015 | 30.69% | 0.01 | 0.03 | 510'000 | 510'000 | 559'700 | 559'700 | 19'033 | 24'985 | 97.51% | 97.51% |
| 14.09.2015 | 77.70% | 0.01 | 0.03 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 13'717 | 30'000 | 77.06% | 98.50% |
| 11.09.2015 | 93.24% | 0.01 | 0.03 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 11'127 | 30'000 | 81.98% | 97.73% |
| 10.09.2015 | 84.04% | 0.01 | 0.03 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 12'659 | 30'000 | 85.09% | 98.89% |
| 09.09.2015 | 100.00% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 10'000 | 30'000 | 0.65% | 99.86% |
| 08.09.2015 | 43.83% | 0.03 | 0.04 | 1'000'000 | 1'000'000 | 924'758 | 924'758 | 20'056 | 30'448 | 98.16% | 98.16% |
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