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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 | - | - |
| 23.10.2017 | 1.00% | 99.15 | 100.15 | 250'000 | 250'000 | 250'000 | 250'000 | 247'874 | 250'374 | 99.84% | 99.84% |
| 20.10.2017 | 1.00% | 99.15 | 100.15 | 250'000 | 250'000 | 250'000 | 250'000 | 247'875 | 250'375 | 100.00% | 100.00% |
| 19.10.2017 | 1.10% | 99.70 | 100.70 | 150'000 | 150'000 | 148'697 | 150'000 | 147'669 | 150'607 | 99.52% | 99.52% |
| 18.10.2017 | 2.06% | 98.75 | 100.75 | 150'000 | 150'000 | 150'000 | 150'000 | 143'896 | 146'896 | 98.62% | 98.62% |
| 17.10.2017 | 2.09% | 94.00 | 96.00 | 150'000 | 150'000 | 249'300 | 249'300 | 236'345 | 241'331 | 100.00% | 100.00% |
| 16.10.2017 | 2.03% | 94.75 | 96.75 | 230'000 | 230'000 | 230'051 | 249'488 | 224'171 | 248'113 | 100.00% | 100.00% |
| 13.10.2017 | 2.03% | 97.70 | 99.70 | 250'000 | 250'000 | 250'000 | 250'000 | 243'776 | 248'776 | 99.99% | 99.99% |
| 12.10.2017 | 2.08% | 96.10 | 98.10 | 250'000 | 250'000 | 250'000 | 250'000 | 237'610 | 242'610 | 100.00% | 100.00% |
| 11.10.2017 | 2.08% | 95.20 | 97.20 | 250'000 | 250'000 | 250'000 | 250'000 | 238'379 | 243'379 | 99.96% | 99.96% |
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