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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 | - | - |
| 17.03.2017 | 2.14% | 0.92 | 0.94 | 75'000 | 75'000 | 75'000 | 75'000 | 69'259 | 70'759 | 100.00% | 100.00% |
| 16.03.2017 | 2.13% | 0.92 | 0.94 | 75'000 | 75'000 | 75'000 | 75'000 | 69'695 | 71'195 | 99.72% | 99.72% |
| 15.03.2017 | 2.02% | 1.00 | 1.02 | 75'000 | 75'000 | 75'000 | 75'000 | 73'382 | 74'882 | 99.23% | 99.23% |
| 14.03.2017 | 1.98% | 1.00 | 1.02 | 75'000 | 75'000 | 75'000 | 75'000 | 75'163 | 76'663 | 99.93% | 99.93% |
| 13.03.2017 | 1.88% | 1.06 | 1.08 | 75'000 | 75'000 | 75'000 | 75'000 | 78'893 | 80'393 | 100.00% | 100.00% |
| 10.03.2017 | 1.87% | 1.03 | 1.05 | 200'000 | 200'000 | 200'000 | 200'000 | 212'245 | 216'245 | 100.00% | 100.00% |
| 09.03.2017 | 1.72% | 1.15 | 1.17 | 200'000 | 200'000 | 200'000 | 200'000 | 231'174 | 235'174 | 98.84% | 98.84% |
| 08.03.2017 | 1.71% | 1.17 | 1.19 | 200'000 | 200'000 | 200'000 | 200'000 | 232'222 | 236'222 | 100.00% | 100.00% |
| 07.03.2017 | 1.72% | 1.16 | 1.18 | 200'000 | 200'000 | 200'000 | 200'000 | 230'023 | 234'023 | 99.51% | 99.51% |
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