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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 | - | - |
| 20.11.2015 | 5.03% | 0.24 | 0.25 | 250'000 | 250'000 | 251'509 | 251'509 | 49'895 | 52'410 | 96.53% | 96.53% |
| 19.11.2015 | 3.65% | 0.20 | 0.21 | 300'000 | 300'000 | 319'747 | 319'747 | 89'440 | 92'638 | 91.16% | 91.16% |
| 18.11.2015 | 11.89% | 0.10 | 0.11 | 750'000 | 750'000 | 749'572 | 749'572 | 61'364 | 68'859 | 79.01% | 79.01% |
| 17.11.2015 | 10.35% | 0.11 | 0.12 | 700'000 | 700'000 | 719'276 | 719'276 | 67'452 | 74'645 | 94.05% | 94.05% |
| 16.11.2015 | 22.26% | 0.03 | 0.04 | 750'000 | 750'000 | 750'000 | 750'000 | 30'719 | 38'219 | 73.60% | 73.60% |
| 13.11.2015 | 14.76% | 0.05 | 0.06 | 750'000 | 750'000 | 750'000 | 749'987 | 50'223 | 57'722 | 90.55% | 90.55% |
| 12.11.2015 | 7.49% | 0.13 | 0.14 | 750'000 | 750'000 | 750'000 | 750'000 | 98'954 | 106'454 | 89.43% | 89.43% |
| 11.11.2015 | 4.65% | 0.16 | 0.17 | 600'000 | 600'000 | 600'507 | 600'507 | 128'636 | 134'641 | 96.91% | 96.91% |
| 10.11.2015 | 7.51% | 0.15 | 0.16 | 750'000 | 750'000 | 750'000 | 750'000 | 97'907 | 105'407 | 92.55% | 92.55% |
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