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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 | - | - |
| 17.03.2017 | 90.38% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 12'887 | 32'887 | 17.16% | 94.11% |
| 16.03.2017 | 95.88% | 0.01 | 0.03 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 11'531 | 32'025 | 58.74% | 98.88% |
| 15.03.2017 | 16.81% | 0.10 | 0.12 | 950'000 | 950'000 | 950'000 | 950'000 | 105'038 | 124'038 | 99.64% | 99.64% |
| 14.03.2017 | 12.41% | 0.15 | 0.17 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 152'975 | 172'975 | 98.27% | 98.27% |
| 13.03.2017 | 17.33% | 0.14 | 0.16 | 900'000 | 900'000 | 900'000 | 900'000 | 139'073 | 165'331 | 98.68% | 98.68% |
| 10.03.2017 | 21.22% | 0.21 | 0.24 | 950'000 | 950'000 | 950'000 | 950'000 | 124'295 | 152'795 | 99.48% | 99.48% |
| 09.03.2017 | 12.68% | 0.18 | 0.21 | 950'000 | 950'000 | 950'000 | 950'000 | 214'038 | 242'538 | 98.40% | 98.40% |
| 08.03.2017 | 22.69% | 0.20 | 0.23 | 900'000 | 900'000 | 900'000 | 900'000 | 165'658 | 207'010 | 97.78% | 97.78% |
| 07.03.2017 | 26.13% | 0.20 | 0.26 | 900'000 | 900'000 | 900'000 | 900'000 | 180'324 | 234'324 | 99.98% | 99.98% |
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