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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 | 1.19% | 0.83 | 0.84 | 30'000 | 30'000 | 30'000 | 30'000 | 25'152 | 25'452 | 100.00% | 100.00% |
| 15.06.2017 | 1.31% | 0.77 | 0.78 | 110'000 | 110'000 | 54'804 | 54'804 | 41'123 | 41'671 | 98.45% | 98.45% |
| 14.06.2017 | 1.21% | 0.83 | 0.84 | 110'000 | 110'000 | 54'622 | 54'622 | 44'902 | 45'448 | 99.17% | 99.17% |
| 13.06.2017 | 1.19% | 0.78 | 0.79 | 110'000 | 110'000 | 54'566 | 54'566 | 45'378 | 45'924 | 98.82% | 98.82% |
| 12.06.2017 | 1.12% | 0.84 | 0.85 | 110'000 | 110'000 | 45'382 | 45'382 | 38'971 | 39'425 | 96.00% | 96.00% |
| 09.06.2017 | 0.94% | 1.07 | 1.08 | 110'000 | 110'000 | 47'092 | 47'092 | 50'202 | 50'673 | 99.11% | 99.11% |
| 08.06.2017 | 1.00% | 0.98 | 0.99 | 110'000 | 110'000 | 47'281 | 47'281 | 46'548 | 47'021 | 98.28% | 98.28% |
| 07.06.2017 | 1.06% | 0.95 | 0.96 | 110'000 | 110'000 | 47'104 | 47'104 | 44'419 | 44'890 | 99.16% | 99.16% |
| 06.06.2017 | 1.03% | 0.97 | 0.98 | 110'000 | 110'000 | 47'198 | 47'198 | 45'462 | 45'934 | 99.13% | 99.13% |
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