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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 | - | - |
| 16.09.2016 | - | - | 0.03 | 0 | 675'000 | 0 | 0 | 0 | 0 | 0.00% | 99.80% |
| 15.09.2016 | 41.73% | 0.01 | 0.03 | 200'000 | 200'000 | 200'000 | 200'000 | 3'942 | 6'000 | 17.23% | 99.52% |
| 14.09.2016 | 20.48% | 0.04 | 0.05 | 225'000 | 225'000 | 225'000 | 225'000 | 10'221 | 12'471 | 98.75% | 98.75% |
| 13.09.2016 | 26.59% | 0.04 | 0.05 | 275'000 | 275'000 | 275'000 | 275'000 | 9'954 | 12'717 | 98.05% | 99.48% |
| 12.09.2016 | 39.98% | 0.02 | 0.03 | 125'000 | 125'000 | 125'000 | 125'000 | 2'516 | 3'769 | 91.74% | 98.93% |
| 09.09.2016 | 14.34% | 0.05 | 0.06 | 100'000 | 100'000 | 100'000 | 100'000 | 6'552 | 7'552 | 99.95% | 99.95% |
| 08.09.2016 | 11.06% | 0.09 | 0.10 | 75'000 | 75'000 | 75'000 | 75'000 | 6'447 | 7'197 | 99.09% | 99.09% |
| 07.09.2016 | 11.87% | 0.11 | 0.12 | 150'000 | 150'000 | 150'000 | 150'000 | 12'472 | 13'972 | 99.84% | 99.84% |
| 06.09.2016 | 16.78% | 0.05 | 0.06 | 175'000 | 175'000 | 175'000 | 175'000 | 9'633 | 11'383 | 96.94% | 96.94% |
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