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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 | - | - |
| 21.07.2017 | 11.88% | 0.14 | 0.16 | 360'000 | 200'000 | 322'039 | 200'000 | 50'963 | 35'796 | 100.00% | 100.00% |
| 20.07.2017 | 11.97% | 0.18 | 0.20 | 280'000 | 200'000 | 324'594 | 200'000 | 50'993 | 35'541 | 99.42% | 99.42% |
| 19.07.2017 | 11.41% | 0.17 | 0.19 | 300'000 | 200'000 | 308'868 | 200'000 | 51'062 | 37'113 | 99.72% | 99.72% |
| 18.07.2017 | 10.61% | 0.17 | 0.19 | 300'000 | 200'000 | 285'150 | 200'000 | 50'854 | 39'923 | 99.60% | 99.60% |
| 17.07.2017 | 8.72% | 0.21 | 0.23 | 240'000 | 200'000 | 230'314 | 200'000 | 50'547 | 47'937 | 100.00% | 100.00% |
| 14.07.2017 | 8.77% | 0.22 | 0.24 | 230'000 | 200'000 | 231'804 | 200'000 | 50'532 | 47'639 | 100.00% | 100.00% |
| 13.07.2017 | 8.13% | 0.21 | 0.23 | 240'000 | 200'000 | 213'439 | 200'000 | 50'393 | 51'444 | 100.00% | 100.00% |
| 12.07.2017 | 9.96% | 0.23 | 0.25 | 220'000 | 200'000 | 265'569 | 200'000 | 50'650 | 42'369 | 99.53% | 99.53% |
| 11.07.2017 | 7.50% | 0.14 | 0.15 | 360'000 | 200'000 | 391'717 | 200'000 | 50'537 | 27'918 | 100.00% | 100.00% |
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