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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 | - | - |
| 17.07.2015 | - | 0.03 | 0.03 | 750'000 | 750'000 | 0 | 0 | 0 | 0 | 0.00% | 92.95% |
| 16.07.2015 | 21.58% | 0.03 | 0.05 | 750'000 | 750'000 | 750'000 | 750'000 | 36'874 | 44'815 | 89.53% | 90.44% |
| 15.07.2015 | 52.99% | 0.02 | 0.03 | 750'000 | 750'000 | 750'000 | 750'000 | 14'778 | 24'231 | 97.43% | 97.56% |
| 14.07.2015 | 70.54% | 0.02 | 0.03 | 750'000 | 750'000 | 750'000 | 750'000 | 11'545 | 22'947 | 44.70% | 79.22% |
| 13.07.2015 | 18.92% | 0.04 | 0.05 | 750'000 | 750'000 | 750'000 | 750'000 | 37'618 | 45'118 | 98.53% | 98.53% |
| 10.07.2015 | 17.03% | 0.08 | 0.09 | 750'000 | 750'000 | 750'000 | 749'999 | 41'514 | 49'014 | 85.41% | 85.41% |
| 09.07.2015 | 49.91% | 0.05 | 0.06 | 750'000 | 750'000 | 750'000 | 750'000 | 18'347 | 28'011 | 91.58% | 98.22% |
| 08.07.2015 | 99.57% | 0.01 | 0.03 | 750'000 | 750'000 | 749'999 | 750'000 | 7'554 | 22'500 | 42.01% | 98.86% |
| 07.07.2015 | 101.05% | 0.01 | 0.03 | 750'000 | 750'000 | 750'000 | 750'000 | 7'500 | 22'895 | 31.09% | 63.23% |
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