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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 | - | - |
| 18.03.2016 | - | - | 0.02 | 0 | 1'000'000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
| 17.03.2016 | 66.67% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 10'000 | 20'000 | 9.26% | 98.34% |
| 16.03.2016 | 66.67% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 10'000 | 20'000 | 49.85% | 98.61% |
| 15.03.2016 | 66.65% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 10'006 | 20'006 | 96.54% | 96.54% |
| 14.03.2016 | 62.30% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 11'636 | 21'636 | 98.76% | 98.76% |
| 11.03.2016 | 11.64% | 0.06 | 0.07 | 650'000 | 650'000 | 649'999 | 650'000 | 55'381 | 61'881 | 93.41% | 93.41% |
| 10.03.2016 | 7.74% | 0.23 | 0.24 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 151'892 | 161'892 | 88.37% | 88.37% |
| 09.03.2016 | 5.93% | 0.21 | 0.22 | 925'000 | 925'000 | 925'000 | 925'000 | 153'321 | 162'571 | 99.28% | 99.28% |
| 08.03.2016 | 4.73% | 0.23 | 0.24 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 210'688 | 220'688 | 92.49% | 92.49% |
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