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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 | - | - |
| 02.03.2017 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
| 01.03.2017 | 11.13% | 0.06 | 0.07 | 500'000 | 300'000 | 496'668 | 300'000 | 43'149 | 29'109 | 2.01% | 2.01% |
| 28.02.2017 | 3.39% | 0.24 | 0.25 | 300'000 | 300'000 | 300'000 | 300'000 | 87'624 | 90'624 | 93.96% | 93.96% |
| 27.02.2017 | 3.41% | 0.28 | 0.29 | 300'000 | 300'000 | 300'000 | 300'000 | 87'208 | 90'208 | 99.25% | 99.25% |
| 24.02.2017 | 3.92% | 0.25 | 0.26 | 300'000 | 300'000 | 300'000 | 300'000 | 75'111 | 78'111 | 3.09% | 3.09% |
| 23.02.2017 | 7.66% | 0.14 | 0.15 | 360'000 | 300'000 | 402'364 | 300'000 | 50'499 | 41'040 | 99.91% | 99.91% |
| 22.02.2017 | 7.07% | 0.09 | 0.10 | 500'000 | 300'000 | 359'856 | 300'000 | 50'283 | 46'797 | 99.83% | 99.83% |
| 21.02.2017 | 5.77% | 0.12 | 0.13 | 420'000 | 300'000 | 329'033 | 300'000 | 57'025 | 56'583 | 99.78% | 99.78% |
| 20.02.2017 | 3.63% | 0.28 | 0.29 | 300'000 | 300'000 | 300'000 | 300'000 | 81'707 | 84'707 | 97.48% | 97.48% |
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