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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 | - | - |
| 21.12.2018 | - | - | 0.02 | 0 | 250'000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
| 20.12.2018 | 19.18% | 0.02 | 0.03 | 1'000'000 | 250'000 | 985'781 | 250'000 | 26'155 | 7'866 | 95.42% | 100.00% |
| 19.12.2018 | 9.11% | 0.05 | 0.06 | 1'000'000 | 250'000 | 868'036 | 372'063 | 47'222 | 23'264 | 100.00% | 100.00% |
| 18.12.2018 | 10.72% | 0.04 | 0.04 | 1'000'000 | 250'000 | 987'418 | 290'505 | 44'024 | 14'774 | 99.46% | 99.46% |
| 17.12.2018 | 6.64% | 0.07 | 0.07 | 850'000 | 425'000 | 702'083 | 361'541 | 51'091 | 28'115 | 99.99% | 99.99% |
| 14.12.2018 | 6.33% | 0.09 | 0.10 | 550'000 | 550'000 | 666'754 | 393'288 | 51'202 | 33'076 | 99.91% | 99.91% |
| 13.12.2018 | 8.08% | 0.09 | 0.10 | 500'000 | 500'000 | 431'051 | 431'052 | 51'293 | 55'604 | 99.70% | 99.70% |
| 12.12.2018 | 6.30% | 0.16 | 0.17 | 350'000 | 350'000 | 341'175 | 341'175 | 52'486 | 55'898 | 99.88% | 99.88% |
| 11.12.2018 | 6.99% | 0.12 | 0.13 | 400'000 | 400'000 | 416'246 | 389'786 | 52'101 | 53'353 | 99.72% | 99.72% |
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