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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 | - | - |
| 17.06.2016 | 66.67% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 10'000 | 20'000 | 97.28% | 97.28% |
| 16.06.2016 | 40.55% | 0.01 | 0.02 | 50'000 | 50'000 | 50'000 | 50'000 | 1'155 | 1'655 | 83.90% | 83.90% |
| 15.06.2016 | 13.05% | 0.07 | 0.08 | 75'000 | 75'000 | 75'000 | 75'000 | 6'561 | 7'492 | 97.71% | 97.71% |
| 14.06.2016 | 10.56% | 0.06 | 0.07 | 50'000 | 50'000 | 50'000 | 50'000 | 4'659 | 5'159 | 97.86% | 97.86% |
| 13.06.2016 | 10.09% | 0.10 | 0.11 | 50'000 | 50'000 | 50'000 | 50'000 | 4'745 | 5'245 | 87.65% | 87.65% |
| 10.06.2016 | 11.31% | 0.14 | 0.16 | 50'000 | 50'000 | 50'000 | 50'000 | 6'659 | 7'470 | 100.00% | 100.00% |
| 09.06.2016 | 8.09% | 0.15 | 0.16 | 50'000 | 50'000 | 50'000 | 50'000 | 7'397 | 8'022 | 99.35% | 99.35% |
| 08.06.2016 | 9.62% | 0.21 | 0.23 | 50'000 | 50'000 | 50'000 | 50'000 | 9'908 | 10'908 | 100.00% | 100.00% |
| 07.06.2016 | 7.93% | 0.23 | 0.25 | 50'000 | 50'000 | 50'000 | 50'000 | 12'123 | 13'123 | 99.31% | 99.31% |
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