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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 | - | 0.03 | 0.03 | 750'000 | 750'000 | 0 | 0 | 0 | 0 | 0.00% | 99.88% |
| 15.10.2015 | 100.00% | 0.01 | 0.03 | 750'000 | 750'000 | 749'999 | 750'000 | 7'500 | 22'500 | 1.46% | 86.83% |
| 14.10.2015 | 88.73% | 0.01 | 0.02 | 750'000 | 750'000 | 750'000 | 750'000 | 8'908 | 22'500 | 6.43% | 90.06% |
| 13.10.2015 | 26.66% | 0.05 | 0.06 | 750'000 | 750'000 | 750'000 | 750'000 | 27'232 | 34'878 | 92.27% | 92.27% |
| 12.10.2015 | 8.55% | 0.11 | 0.12 | 700'000 | 700'000 | 680'179 | 680'179 | 78'516 | 85'318 | 98.00% | 98.00% |
| 09.10.2015 | 7.40% | 0.11 | 0.12 | 650'000 | 650'000 | 689'609 | 689'609 | 90'619 | 97'515 | 99.22% | 99.22% |
| 08.10.2015 | 9.73% | 0.08 | 0.09 | 750'000 | 750'000 | 750'000 | 750'000 | 74'027 | 81'527 | 97.29% | 97.29% |
| 07.10.2015 | 7.71% | 0.11 | 0.12 | 750'000 | 750'000 | 750'000 | 750'000 | 95'427 | 102'927 | 99.17% | 99.17% |
| 06.10.2015 | 13.41% | 0.09 | 0.10 | 750'000 | 750'000 | 749'999 | 750'000 | 54'354 | 61'854 | 99.43% | 99.43% |
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