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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 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
| 15.10.2015 | 100.00% | 0.01 | 0.04 | 750'000 | 750'000 | 750'000 | 750'000 | 7'500 | 22'500 | 0.85% | 86.19% |
| 14.10.2015 | 32.80% | 0.05 | 0.06 | 750'000 | 750'000 | 749'999 | 750'000 | 23'367 | 31'442 | 82.14% | 82.14% |
| 13.10.2015 | 51.62% | 0.01 | 0.03 | 750'000 | 750'000 | 750'000 | 750'000 | 18'533 | 28'504 | 51.54% | 51.55% |
| 12.10.2015 | 31.67% | 0.01 | 0.03 | 750'000 | 750'000 | 750'000 | 750'000 | 23'169 | 31'105 | 58.72% | 58.72% |
| 09.10.2015 | 23.19% | 0.04 | 0.05 | 750'000 | 750'000 | 750'000 | 750'000 | 29'689 | 37'189 | 71.96% | 71.96% |
| 08.10.2015 | 11.53% | 0.08 | 0.09 | 750'000 | 750'000 | 750'000 | 750'000 | 62'273 | 69'773 | 60.82% | 60.82% |
| 07.10.2015 | 11.20% | 0.11 | 0.12 | 700'000 | 700'000 | 720'303 | 720'303 | 61'312 | 68'515 | 85.64% | 85.64% |
| 06.10.2015 | 11.24% | 0.08 | 0.09 | 750'000 | 750'000 | 750'000 | 749'999 | 63'736 | 71'236 | 48.38% | 48.38% |
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