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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 | - | - |
| 15.09.2017 | 52.85% | 0.02 | 0.03 | 250'000 | 250'000 | 250'000 | 250'000 | 3'795 | 6'295 | 88.82% | 88.82% |
| 14.09.2017 | 28.69% | 0.03 | 0.04 | 290'000 | 290'000 | 289'997 | 290'000 | 8'716 | 11'616 | 98.46% | 98.46% |
| 13.09.2017 | 24.70% | 0.04 | 0.05 | 320'000 | 320'000 | 319'999 | 320'000 | 11'553 | 14'753 | 100.00% | 100.00% |
| 12.09.2017 | 33.07% | 0.04 | 0.05 | 400'000 | 400'000 | 400'000 | 399'997 | 11'086 | 15'086 | 99.94% | 99.94% |
| 11.09.2017 | 65.67% | 0.01 | 0.02 | 400'000 | 400'000 | 399'999 | 400'000 | 4'150 | 8'150 | 99.33% | 99.33% |
| 08.09.2017 | 66.67% | 0.01 | 0.02 | 400'000 | 400'000 | 400'000 | 400'000 | 4'000 | 8'000 | 99.97% | 99.97% |
| 07.09.2017 | 66.67% | 0.01 | 0.02 | 400'000 | 400'000 | 400'000 | 400'000 | 4'000 | 8'000 | 100.00% | 100.00% |
| 05.09.2017 | 42.74% | 0.01 | 0.02 | 400'000 | 400'000 | 400'000 | 400'000 | 7'612 | 11'612 | 99.27% | 99.27% |
| 04.09.2017 | 39.88% | 0.02 | 0.03 | 400'000 | 400'000 | 400'000 | 400'000 | 8'041 | 12'041 | 98.97% | 98.97% |
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