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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 | 66.67% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 1'000'000 | 999'980 | 10'000 | 20'000 | 8.16% | 99.97% |
| 15.09.2016 | 33.06% | 0.03 | 0.04 | 1'000'000 | 1'000'000 | 1'000'000 | 999'999 | 26'665 | 36'665 | 98.98% | 98.98% |
| 14.09.2016 | 10.57% | 0.06 | 0.07 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 90'976 | 100'976 | 99.61% | 99.61% |
| 13.09.2016 | 6.89% | 0.11 | 0.12 | 1'000'000 | 1'000'000 | 1'000'000 | 999'990 | 142'310 | 152'309 | 100.00% | 100.00% |
| 12.09.2016 | 7.69% | 0.13 | 0.14 | 825'000 | 825'000 | 825'000 | 825'000 | 103'676 | 111'926 | 98.38% | 98.38% |
| 09.09.2016 | 2.69% | 0.27 | 0.28 | 675'000 | 675'000 | 675'000 | 675'000 | 251'632 | 258'382 | 99.80% | 99.80% |
| 08.09.2016 | 1.84% | 0.50 | 0.51 | 625'000 | 625'000 | 625'000 | 625'000 | 348'011 | 354'261 | 95.81% | 95.81% |
| 07.09.2016 | 1.67% | 0.66 | 0.67 | 675'000 | 675'000 | 675'000 | 675'000 | 402'283 | 409'033 | 100.00% | 100.00% |
| 06.09.2016 | 1.80% | 0.52 | 0.53 | 700'000 | 700'000 | 700'000 | 700'000 | 386'032 | 393'032 | 97.63% | 97.63% |
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