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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% | 99.87% |
| 17.03.2016 | - | - | 0.02 | 0 | 1'000'000 | 0 | 0 | 0 | 0 | 0.00% | 99.45% |
| 16.03.2016 | - | - | 0.02 | 0 | 775'000 | 0 | 0 | 0 | 0 | 0.00% | 98.61% |
| 15.03.2016 | 66.67% | 0.01 | 0.02 | 225'000 | 225'000 | 225'000 | 225'000 | 2'250 | 4'500 | 34.69% | 93.97% |
| 14.03.2016 | 29.42% | 0.03 | 0.04 | 275'000 | 275'000 | 275'000 | 275'000 | 8'792 | 11'542 | 91.13% | 91.13% |
| 11.03.2016 | 26.90% | 0.03 | 0.04 | 150'000 | 150'000 | 150'000 | 150'000 | 5'142 | 6'642 | 98.24% | 98.24% |
| 10.03.2016 | 7.60% | 0.10 | 0.11 | 150'000 | 150'000 | 150'000 | 150'000 | 19'247 | 20'747 | 82.09% | 82.09% |
| 09.03.2016 | 7.53% | 0.11 | 0.12 | 125'000 | 125'000 | 125'000 | 125'000 | 16'058 | 17'308 | 74.23% | 74.23% |
| 08.03.2016 | 7.63% | 0.13 | 0.14 | 150'000 | 150'000 | 148'661 | 148'663 | 18'863 | 20'350 | 79.49% | 79.49% |
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