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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 | - | - |
| 16.11.2016 | - | 0.21 | - | 240'000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 74.16% |
| 15.11.2016 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
| 14.11.2016 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
| 11.11.2016 | 9.02% | 0.11 | 0.12 | 460'000 | 100'000 | 475'483 | 56'294 | 50'324 | 6'589 | 89.63% | 89.63% |
| 10.11.2016 | 14.99% | 0.11 | 0.12 | 460'000 | 100'000 | 496'370 | 55'958 | 31'675 | 4'392 | 57.48% | 57.48% |
| 09.11.2016 | 91.75% | 0.04 | 0.05 | 500'000 | 100'000 | 500'000 | 49'237 | 9'993 | 2'471 | 83.44% | 83.44% |
| 08.11.2016 | 130.31% | 0.02 | 0.05 | 500'000 | 100'000 | 500'000 | 60'829 | 5'318 | 3'041 | 99.99% | 99.99% |
| 07.11.2016 | 91.73% | 0.02 | 0.05 | 500'000 | 100'000 | 500'000 | 60'827 | 9'369 | 3'041 | 100.00% | 100.00% |
| 04.11.2016 | 133.33% | 0.01 | 0.05 | 500'000 | 100'000 | 500'000 | 67'074 | 5'000 | 3'354 | 100.00% | 100.00% |
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