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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 | - | - |
| 16.09.2016 | 40.53% | 0.05 | 0.10 | 25'000 | 50'000 | 49'697 | 50'000 | 2'985 | 4'526 | 75.04% | 81.82% |
| 15.09.2016 | 37.71% | 0.05 | 0.10 | 25'000 | 50'000 | 49'886 | 50'000 | 3'300 | 4'833 | 91.54% | 95.32% |
| 14.09.2016 | 30.76% | 0.06 | 0.08 | 50'000 | 50'000 | 50'000 | 50'000 | 3'129 | 4'270 | 99.17% | 99.17% |
| 13.09.2016 | 23.24% | 0.07 | 0.10 | 50'000 | 50'000 | 50'000 | 50'000 | 4'144 | 5'240 | 100.00% | 100.00% |
| 12.09.2016 | 25.13% | 0.09 | 0.11 | 50'000 | 50'000 | 50'000 | 49'974 | 3'704 | 4'757 | 99.88% | 100.00% |
| 09.09.2016 | 23.37% | 0.08 | 0.11 | 50'000 | 50'000 | 131'850 | 50'000 | 13'124 | 6'219 | 98.36% | 98.36% |
| 08.09.2016 | 22.18% | 0.10 | 0.12 | 150'000 | 50'000 | 150'000 | 49'947 | 12'559 | 5'222 | 97.87% | 99.70% |
| 07.09.2016 | 21.74% | 0.08 | 0.10 | 150'000 | 50'000 | 150'000 | 49'943 | 12'401 | 5'131 | 91.65% | 91.74% |
| 06.09.2016 | 25.68% | 0.08 | 0.12 | 150'000 | 25'000 | 150'000 | 49'804 | 15'240 | 6'550 | 79.67% | 89.55% |
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