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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 | - | - | 0.02 | 0 | 500'000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
| 17.09.2015 | - | - | 0.02 | 0 | 500'000 | 0 | 0 | 0 | 0 | 0.00% | 99.71% |
| 16.09.2015 | - | - | 0.02 | 0 | 255'000 | 0 | 0 | 0 | 0 | 0.00% | 99.89% |
| 15.09.2015 | - | - | 0.02 | 0 | 350'000 | 0 | 0 | 0 | 0 | 0.00% | 98.34% |
| 14.09.2015 | 96.40% | 0.01 | 0.03 | 160'000 | 160'000 | 123'354 | 123'354 | 1'306 | 3'701 | 16.07% | 50.49% |
| 11.09.2015 | 25.20% | 0.05 | 0.06 | 110'000 | 110'000 | 105'919 | 105'919 | 3'753 | 4'813 | 99.62% | 99.62% |
| 10.09.2015 | 21.52% | 0.05 | 0.06 | 110'000 | 110'000 | 59'650 | 59'650 | 2'530 | 3'126 | 99.82% | 99.82% |
| 09.09.2015 | 18.25% | 0.05 | 0.06 | 55'000 | 55'000 | 48'901 | 48'901 | 2'476 | 2'965 | 100.00% | 100.00% |
| 08.09.2015 | 24.12% | 0.04 | 0.05 | 120'000 | 120'000 | 132'196 | 132'196 | 4'873 | 6'195 | 100.00% | 100.00% |
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