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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 | - | - |
| 16.12.2016 | 7.47% | 0.09 | 0.10 | 150'000 | 150'000 | 150'000 | 150'000 | 19'506 | 21'006 | 100.00% | 100.00% |
| 15.12.2016 | 23.71% | 0.04 | 0.05 | 475'000 | 475'000 | 475'000 | 475'000 | 18'764 | 23'514 | 99.68% | 99.68% |
| 14.12.2016 | 42.21% | 0.02 | 0.03 | 375'000 | 375'000 | 375'000 | 375'000 | 7'189 | 10'939 | 99.87% | 99.87% |
| 13.12.2016 | 38.84% | 0.03 | 0.04 | 600'000 | 600'000 | 600'000 | 600'000 | 12'607 | 18'607 | 100.00% | 100.00% |
| 12.12.2016 | 40.02% | 0.02 | 0.03 | 250'000 | 250'000 | 250'000 | 250'000 | 5'001 | 7'501 | 93.89% | 93.89% |
| 09.12.2016 | 41.08% | 0.04 | 0.05 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 21'505 | 31'505 | 99.58% | 99.58% |
| 08.12.2016 | 66.67% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 10'000 | 20'000 | 31.43% | 98.92% |
| 07.12.2016 | 58.47% | 0.01 | 0.02 | 350'000 | 350'000 | 350'000 | 350'000 | 4'722 | 8'222 | 99.99% | 99.99% |
| 06.12.2016 | 30.48% | 0.03 | 0.04 | 400'000 | 400'000 | 400'000 | 400'000 | 11'333 | 15'333 | 99.26% | 99.26% |
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