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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 | - | - |
| 15.12.2017 | 2.60% | 0.78 | 0.80 | 110'000 | 110'000 | 110'000 | 110'000 | 83'689 | 85'889 | 100.00% | 100.00% |
| 14.12.2017 | 2.64% | 0.76 | 0.78 | 110'000 | 110'000 | 110'000 | 110'000 | 82'393 | 84'593 | 99.44% | 99.44% |
| 13.12.2017 | 2.70% | 0.75 | 0.77 | 110'000 | 110'000 | 110'000 | 110'000 | 80'494 | 82'694 | 99.44% | 99.44% |
| 12.12.2017 | 2.67% | 0.74 | 0.76 | 100'000 | 100'000 | 100'000 | 100'000 | 74'038 | 76'038 | 99.25% | 99.25% |
| 11.12.2017 | 2.96% | 0.70 | 0.72 | 100'000 | 100'000 | 100'000 | 100'000 | 66'646 | 68'646 | 99.40% | 99.40% |
| 08.12.2017 | 2.95% | 0.65 | 0.67 | 100'000 | 100'000 | 100'000 | 100'000 | 66'870 | 68'870 | 99.45% | 99.45% |
| 07.12.2017 | 2.80% | 0.70 | 0.72 | 100'000 | 100'000 | 100'000 | 100'000 | 70'417 | 72'417 | 99.44% | 99.44% |
| 06.12.2017 | 2.84% | 0.72 | 0.74 | 100'000 | 100'000 | 100'000 | 100'000 | 69'409 | 71'409 | 99.45% | 99.45% |
| 05.12.2017 | 2.96% | 0.68 | 0.70 | 100'000 | 100'000 | 100'000 | 100'000 | 66'491 | 68'491 | 99.42% | 99.42% |
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