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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 | 22.18% | 0.13 | 0.16 | 390'000 | 50'000 | 420'177 | 50'000 | 50'509 | 7'528 | 100.00% | 100.00% |
| 15.09.2016 | 26.79% | 0.11 | 0.14 | 460'000 | 50'000 | 492'994 | 50'000 | 47'963 | 6'373 | 99.97% | 99.97% |
| 14.09.2016 | 33.64% | 0.08 | 0.11 | 500'000 | 50'000 | 500'000 | 50'000 | 36'441 | 5'110 | 94.63% | 94.63% |
| 13.09.2016 | 16.70% | 0.13 | 0.16 | 390'000 | 50'000 | 278'528 | 50'000 | 46'109 | 9'827 | 80.37% | 80.37% |
| 12.09.2016 | 100.00% | 0.01 | 0.03 | 150'000 | 50'000 | 150'000 | 50'000 | 1'500 | 1'500 | 3.77% | 88.23% |
| 09.09.2016 | 93.78% | 0.01 | 0.03 | 150'000 | 50'000 | 150'000 | 50'000 | 1'780 | 1'593 | 98.55% | 98.55% |
| 08.09.2016 | 66.66% | 0.02 | 0.04 | 150'000 | 50'000 | 150'000 | 50'000 | 3'001 | 2'000 | 100.00% | 100.00% |
| 07.09.2016 | 66.51% | 0.03 | 0.05 | 150'000 | 50'000 | 150'000 | 50'000 | 3'014 | 2'005 | 100.00% | 100.00% |
| 06.09.2016 | 50.85% | 0.02 | 0.04 | 150'000 | 50'000 | 150'000 | 50'000 | 4'423 | 2'474 | 100.00% | 100.00% |
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