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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 | - | - |
| 16.12.2016 | 9.28% | 0.07 | 0.09 | 50'000 | 50'000 | 50'000 | 50'000 | 5'749 | 6'284 | 100.00% | 100.00% |
| 15.12.2016 | 8.76% | 0.16 | 0.17 | 75'000 | 75'000 | 75'000 | 75'000 | 8'438 | 9'188 | 98.76% | 98.76% |
| 14.12.2016 | 7.56% | 0.11 | 0.12 | 50'000 | 50'000 | 50'000 | 50'000 | 6'460 | 6'960 | 98.79% | 98.79% |
| 13.12.2016 | 4.91% | 0.20 | 0.21 | 50'000 | 50'000 | 50'000 | 50'000 | 9'986 | 10'486 | 100.00% | 100.00% |
| 12.12.2016 | 4.47% | 0.19 | 0.20 | 50'000 | 50'000 | 50'000 | 50'000 | 10'997 | 11'497 | 98.83% | 98.83% |
| 09.12.2016 | 3.96% | 0.26 | 0.27 | 50'000 | 50'000 | 50'000 | 50'000 | 12'396 | 12'896 | 99.72% | 99.72% |
| 08.12.2016 | 3.83% | 0.26 | 0.27 | 50'000 | 50'000 | 50'000 | 50'000 | 12'869 | 13'369 | 98.97% | 98.97% |
| 07.12.2016 | 3.63% | 0.28 | 0.29 | 75'000 | 75'000 | 75'000 | 75'000 | 20'351 | 21'101 | 100.00% | 100.00% |
| 06.12.2016 | 5.37% | 0.20 | 0.21 | 75'000 | 75'000 | 75'000 | 75'000 | 13'657 | 14'407 | 99.04% | 99.04% |
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