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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 | 15.75% | 0.08 | 0.10 | 500'000 | 50'000 | 500'000 | 50'000 | 41'842 | 4'905 | 100.00% | 100.00% |
| 17.09.2015 | 19.05% | 0.09 | 0.10 | 500'000 | 50'000 | 500'000 | 49'959 | 40'525 | 4'899 | 100.00% | 100.00% |
| 16.09.2015 | 15.75% | 0.09 | 0.11 | 500'000 | 50'000 | 482'483 | 50'000 | 48'623 | 5'914 | 100.00% | 100.00% |
| 15.09.2015 | 16.30% | 0.10 | 0.12 | 500'000 | 50'000 | 495'086 | 50'000 | 47'337 | 5'632 | 99.53% | 99.53% |
| 14.09.2015 | 18.28% | 0.08 | 0.10 | 500'000 | 50'000 | 500'000 | 50'000 | 41'090 | 4'932 | 100.00% | 100.00% |
| 11.09.2015 | 20.73% | 0.08 | 0.09 | 500'000 | 50'000 | 500'000 | 50'000 | 35'973 | 4'427 | 99.83% | 99.83% |
| 10.09.2015 | 28.26% | 0.06 | 0.07 | 500'000 | 50'000 | 500'000 | 50'000 | 22'778 | 3'011 | 98.63% | 98.63% |
| 09.09.2015 | 21.14% | 0.07 | 0.08 | 500'000 | 50'000 | 500'000 | 50'000 | 36'396 | 4'485 | 99.57% | 99.57% |
| 08.09.2015 | 18.94% | 0.07 | 0.09 | 500'000 | 50'000 | 500'000 | 50'000 | 42'972 | 5'196 | 99.61% | 99.61% |
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