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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 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
| 19.11.2015 | - | - | 0.04 | 0 | 750'000 | 0 | 0 | 0 | 0 | 0.00% | 99.47% |
| 18.11.2015 | - | - | 0.02 | 0 | 750'000 | 0 | 0 | 0 | 0 | 0.00% | 99.56% |
| 17.11.2015 | 75.43% | 0.01 | 0.02 | 750'000 | 750'000 | 750'000 | 750'000 | 13'671 | 26'126 | 22.07% | 88.57% |
| 16.11.2015 | 8.73% | 0.12 | 0.13 | 500'000 | 500'000 | 480'412 | 480'412 | 53'281 | 58'085 | 98.29% | 98.29% |
| 13.11.2015 | 7.80% | 0.12 | 0.13 | 450'000 | 450'000 | 492'216 | 492'216 | 61'241 | 66'163 | 93.78% | 93.78% |
| 12.11.2015 | 13.94% | 0.06 | 0.07 | 750'000 | 750'000 | 749'996 | 749'999 | 53'788 | 61'288 | 99.82% | 99.82% |
| 11.11.2015 | 22.07% | 0.04 | 0.05 | 750'000 | 750'000 | 750'000 | 750'000 | 31'581 | 39'081 | 99.81% | 99.81% |
| 10.11.2015 | 12.81% | 0.08 | 0.09 | 700'000 | 700'000 | 719'850 | 719'850 | 53'476 | 60'675 | 99.19% | 99.19% |
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