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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 | - | - |
| 15.12.2017 | 2.59% | 0.40 | 0.41 | 200'000 | 200'000 | 200'000 | 200'000 | 76'243 | 78'243 | 100.00% | 100.00% |
| 14.12.2017 | 2.40% | 0.41 | 0.42 | 210'000 | 210'000 | 210'000 | 210'000 | 86'575 | 88'675 | 99.50% | 99.50% |
| 13.12.2017 | 2.37% | 0.41 | 0.42 | 210'000 | 210'000 | 210'000 | 210'000 | 87'398 | 89'498 | 98.65% | 98.65% |
| 12.12.2017 | 2.68% | 0.39 | 0.40 | 210'000 | 210'000 | 210'000 | 210'000 | 77'495 | 79'595 | 98.77% | 98.77% |
| 11.12.2017 | 2.64% | 0.37 | 0.38 | 210'000 | 210'000 | 210'000 | 210'000 | 78'591 | 80'691 | 98.44% | 98.44% |
| 08.12.2017 | 2.61% | 0.38 | 0.39 | 210'000 | 210'000 | 210'000 | 210'000 | 79'437 | 81'537 | 99.24% | 99.24% |
| 07.12.2017 | 2.94% | 0.34 | 0.35 | 210'000 | 210'000 | 210'000 | 210'000 | 70'462 | 72'562 | 99.45% | 99.45% |
| 06.12.2017 | 3.11% | 0.32 | 0.33 | 210'000 | 210'000 | 210'000 | 210'000 | 66'432 | 68'532 | 99.02% | 99.02% |
| 05.12.2017 | 2.88% | 0.36 | 0.37 | 210'000 | 210'000 | 210'000 | 210'000 | 71'882 | 73'982 | 98.91% | 98.91% |
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