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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 | 8.32% | 0.69 | 0.75 | 50'000 | 50'000 | 50'000 | 50'000 | 34'573 | 37'573 | 99.75% | 99.75% |
| 15.12.2016 | 12.08% | 0.32 | 0.38 | 60'000 | 60'000 | 60'000 | 60'000 | 19'747 | 22'255 | 99.76% | 99.76% |
| 14.12.2016 | 11.38% | 0.26 | 0.30 | 50'000 | 50'000 | 50'000 | 50'000 | 14'297 | 15'990 | 99.88% | 99.88% |
| 13.12.2016 | 3.36% | 0.58 | 0.60 | 50'000 | 50'000 | 50'000 | 50'000 | 29'266 | 30'266 | 99.39% | 99.39% |
| 12.12.2016 | 3.05% | 0.60 | 0.62 | 50'000 | 50'000 | 50'000 | 50'000 | 32'413 | 33'413 | 98.49% | 98.49% |
| 09.12.2016 | 3.43% | 0.62 | 0.64 | 50'000 | 50'000 | 50'000 | 50'000 | 28'830 | 29'830 | 99.57% | 99.57% |
| 08.12.2016 | 3.47% | 0.54 | 0.56 | 50'000 | 50'000 | 50'000 | 50'000 | 28'311 | 29'311 | 99.02% | 99.02% |
| 07.12.2016 | 3.25% | 0.61 | 0.63 | 50'000 | 50'000 | 50'000 | 50'000 | 30'287 | 31'287 | 99.98% | 99.98% |
| 06.12.2016 | 2.97% | 0.68 | 0.70 | 60'000 | 60'000 | 60'000 | 60'000 | 39'879 | 41'079 | 99.36% | 99.36% |
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