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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 | 500'000 | 50'000 | 500'000 | 50'000 | 5'000 | 1'000 | 16.23% | 99.98% |
| 15.09.2016 | 66.67% | 0.01 | 0.01 | 500'000 | 50'000 | 500'000 | 50'000 | 5'000 | 1'000 | 45.67% | 100.00% |
| 14.09.2016 | 60.32% | 0.01 | 0.02 | 500'000 | 50'000 | 500'000 | 50'000 | 6'191 | 1'119 | 96.36% | 96.36% |
| 13.09.2016 | 28.30% | 0.03 | 0.04 | 500'000 | 50'000 | 500'000 | 50'000 | 15'870 | 2'087 | 99.99% | 99.99% |
| 12.09.2016 | 23.64% | 0.04 | 0.05 | 500'000 | 50'000 | 500'000 | 50'000 | 18'886 | 2'389 | 100.00% | 100.00% |
| 09.09.2016 | 13.82% | 0.06 | 0.07 | 500'000 | 50'000 | 491'985 | 50'000 | 42'312 | 4'973 | 98.17% | 98.17% |
| 08.09.2016 | 15.04% | 0.14 | 0.16 | 360'000 | 50'000 | 410'870 | 50'000 | 50'519 | 7'162 | 100.00% | 100.00% |
| 07.09.2016 | 11.71% | 0.13 | 0.15 | 390'000 | 50'000 | 431'162 | 50'000 | 50'502 | 6'619 | 100.00% | 100.00% |
| 06.09.2016 | 13.01% | 0.12 | 0.13 | 420'000 | 50'000 | 370'967 | 50'000 | 50'726 | 7'841 | 100.00% | 100.00% |
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