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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 | - | - |
| 19.10.2017 | 58.34% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 999'668 | 1'000'000 | 13'117 | 23'122 | 51.93% | 98.57% |
| 18.10.2017 | 64.77% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 1'000'000 | 999'919 | 10'713 | 20'711 | 7.30% | 100.00% |
| 17.10.2017 | 44.71% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 999'912 | 999'950 | 20'086 | 30'087 | 77.99% | 100.00% |
| 16.10.2017 | 49.33% | 0.02 | 0.03 | 1'000'000 | 1'000'000 | 999'981 | 999'966 | 16'503 | 26'502 | 100.00% | 100.00% |
| 13.10.2017 | 38.47% | 0.02 | 0.03 | 1'000'000 | 1'000'000 | 999'984 | 1'000'000 | 21'339 | 31'339 | 99.66% | 99.66% |
| 12.10.2017 | 24.61% | 0.03 | 0.04 | 1'000'000 | 1'000'000 | 999'970 | 999'979 | 36'388 | 46'389 | 98.99% | 98.99% |
| 11.10.2017 | 20.52% | 0.05 | 0.06 | 1'000'000 | 1'000'000 | 1'000'000 | 999'987 | 44'204 | 54'204 | 100.00% | 100.00% |
| 10.10.2017 | 17.80% | 0.05 | 0.06 | 1'000'000 | 1'000'000 | 999'958 | 999'993 | 51'527 | 61'529 | 99.53% | 99.53% |
| 09.10.2017 | 15.14% | 0.06 | 0.07 | 1'000'000 | 1'000'000 | 1'000'000 | 999'977 | 61'209 | 71'207 | 100.00% | 100.00% |
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