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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 | - | - |
| 18.03.2016 | 17.04% | 0.11 | 0.12 | 150'000 | 150'000 | 150'000 | 150'000 | 8'867 | 10'367 | 97.13% | 97.13% |
| 17.03.2016 | 15.10% | 0.06 | 0.07 | 450'000 | 450'000 | 450'000 | 450'000 | 28'283 | 32'783 | 98.07% | 98.07% |
| 16.03.2016 | 32.48% | 0.02 | 0.03 | 375'000 | 375'000 | 375'000 | 375'000 | 10'134 | 13'884 | 98.57% | 98.57% |
| 15.03.2016 | 28.07% | 0.03 | 0.04 | 325'000 | 325'000 | 352'420 | 352'420 | 10'843 | 14'367 | 96.97% | 96.97% |
| 14.03.2016 | 10.08% | 0.08 | 0.09 | 200'000 | 200'000 | 200'000 | 200'000 | 19'593 | 21'593 | 97.79% | 97.79% |
| 11.03.2016 | 9.96% | 0.09 | 0.10 | 250'000 | 250'000 | 212'005 | 212'005 | 20'425 | 22'546 | 98.26% | 98.26% |
| 10.03.2016 | 7.64% | 0.09 | 0.10 | 200'000 | 200'000 | 200'000 | 200'000 | 25'992 | 27'992 | 97.94% | 97.94% |
| 09.03.2016 | 6.80% | 0.15 | 0.16 | 200'000 | 200'000 | 200'000 | 200'000 | 28'584 | 30'584 | 98.44% | 98.44% |
| 08.03.2016 | 4.17% | 0.15 | 0.16 | 150'000 | 150'000 | 150'000 | 150'000 | 36'251 | 37'751 | 99.41% | 99.41% |
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