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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 | - | - |
| 16.06.2017 | - | - | 0.02 | 0 | 100'000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
| 15.06.2017 | - | - | 0.02 | 0 | 200'000 | 0 | 0 | 0 | 0 | 0.00% | 99.22% |
| 14.06.2017 | - | - | 0.02 | 0 | 200'000 | 0 | 0 | 0 | 0 | 0.00% | 98.98% |
| 13.06.2017 | - | - | 0.02 | 0 | 200'000 | 0 | 0 | 0 | 0 | 0.00% | 98.89% |
| 12.06.2017 | 66.67% | 0.01 | 0.02 | 200'000 | 200'000 | 119'152 | 119'152 | 1'192 | 2'383 | 96.33% | 96.49% |
| 09.06.2017 | 17.72% | 0.07 | 0.08 | 180'000 | 180'000 | 107'463 | 107'463 | 5'699 | 6'774 | 96.05% | 96.05% |
| 08.06.2017 | 21.94% | 0.05 | 0.06 | 200'000 | 200'000 | 117'863 | 117'863 | 4'928 | 6'106 | 89.07% | 89.07% |
| 07.06.2017 | 27.95% | 0.04 | 0.05 | 200'000 | 200'000 | 121'334 | 121'334 | 3'836 | 5'050 | 99.10% | 99.10% |
| 06.06.2017 | 27.46% | 0.04 | 0.05 | 200'000 | 200'000 | 121'465 | 121'465 | 3'960 | 5'174 | 99.16% | 99.16% |
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