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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 | - | - |
| 16.10.2015 | 7.71% | 0.25 | 0.27 | 25'000 | 25'000 | 25'000 | 25'000 | 6'240 | 6'740 | 79.25% | 79.25% |
| 15.10.2015 | 5.71% | 0.35 | 0.37 | 25'000 | 25'000 | 25'000 | 25'000 | 8'533 | 9'033 | 98.77% | 98.77% |
| 14.10.2015 | 8.88% | 0.27 | 0.29 | 25'000 | 25'000 | 24'933 | 24'940 | 5'524 | 6'029 | 93.49% | 93.50% |
| 13.10.2015 | 17.37% | 0.17 | 0.19 | 50'000 | 50'000 | 49'730 | 50'000 | 5'521 | 6'545 | 97.24% | 97.24% |
| 12.10.2015 | 11.32% | 0.14 | 0.16 | 50'000 | 50'000 | 49'985 | 49'971 | 8'381 | 9'379 | 98.66% | 98.66% |
| 09.10.2015 | 8.79% | 0.13 | 0.14 | 50'000 | 50'000 | 49'841 | 50'000 | 5'504 | 6'024 | 91.14% | 91.14% |
| 08.10.2015 | 14.44% | 0.07 | 0.08 | 50'000 | 50'000 | 49'946 | 49'946 | 3'267 | 3'767 | 97.19% | 97.19% |
| 07.10.2015 | 10.18% | 0.09 | 0.10 | 50'000 | 50'000 | 49'771 | 50'000 | 4'700 | 5'222 | 95.18% | 95.22% |
| 06.10.2015 | 14.80% | 0.10 | 0.11 | 50'000 | 50'000 | 49'903 | 49'843 | 3'318 | 3'817 | 99.73% | 99.73% |
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