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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 | - | - |
| 19.01.2017 | 4.09% | 0.28 | 0.29 | 1'000'000 | 1'000'000 | 999'917 | 1'000'000 | 242'167 | 252'187 | 99.86% | 99.86% |
| 18.01.2017 | 4.54% | 0.22 | 0.23 | 1'000'000 | 1'000'000 | 999'654 | 1'000'000 | 215'864 | 225'949 | 92.95% | 92.95% |
| 17.01.2017 | 5.27% | 0.20 | 0.21 | 1'000'000 | 1'000'000 | 999'970 | 1'000'000 | 185'728 | 195'734 | 88.94% | 88.94% |
| 16.01.2017 | 9.53% | 0.12 | 0.13 | 1'000'000 | 1'000'000 | 999'481 | 1'000'000 | 101'003 | 111'057 | 99.81% | 99.81% |
| 13.01.2017 | 11.95% | 0.06 | 0.07 | 1'000'000 | 1'000'000 | 1'000'000 | 999'099 | 80'107 | 90'029 | 99.93% | 99.93% |
| 12.01.2017 | 7.05% | 0.14 | 0.15 | 1'000'000 | 1'000'000 | 999'924 | 1'000'000 | 137'487 | 147'498 | 98.43% | 98.43% |
| 11.01.2017 | 14.32% | 0.06 | 0.07 | 1'000'000 | 1'000'000 | 999'992 | 999'868 | 65'756 | 75'748 | 96.41% | 96.41% |
| 10.01.2017 | 9.81% | 0.08 | 0.09 | 1'000'000 | 1'000'000 | 1'000'000 | 999'992 | 97'885 | 107'885 | 99.93% | 99.93% |
| 09.01.2017 | 8.07% | 0.10 | 0.11 | 1'000'000 | 1'000'000 | 1'000'000 | 999'984 | 119'430 | 129'427 | 93.41% | 93.41% |
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