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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 | - | - |
| 21.12.2018 | 62.17% | 0.01 | 0.02 | 200'000 | 200'000 | 200'000 | 200'000 | 2'270 | 4'270 | 100.00% | 100.00% |
| 20.12.2018 | 17.10% | 0.03 | 0.04 | 590'000 | 590'000 | 302'113 | 302'185 | 15'317 | 18'341 | 95.08% | 95.08% |
| 19.12.2018 | 9.51% | 0.09 | 0.10 | 600'000 | 600'000 | 301'294 | 301'295 | 30'176 | 33'189 | 96.86% | 96.86% |
| 18.12.2018 | 6.26% | 0.14 | 0.14 | 550'000 | 550'000 | 279'189 | 279'189 | 41'268 | 44'060 | 97.76% | 97.76% |
| 17.12.2018 | 4.33% | 0.22 | 0.23 | 530'000 | 530'000 | 272'386 | 272'386 | 59'006 | 61'729 | 99.17% | 99.17% |
| 14.12.2018 | 3.64% | 0.27 | 0.28 | 520'000 | 520'000 | 268'299 | 268'299 | 72'676 | 75'359 | 99.00% | 99.00% |
| 13.12.2018 | 3.90% | 0.25 | 0.26 | 530'000 | 530'000 | 271'716 | 271'716 | 69'083 | 71'800 | 98.89% | 98.89% |
| 12.12.2018 | 3.88% | 0.25 | 0.26 | 540'000 | 540'000 | 272'162 | 272'162 | 68'484 | 71'206 | 97.26% | 97.26% |
| 11.12.2018 | 4.04% | 0.23 | 0.24 | 550'000 | 550'000 | 278'196 | 278'196 | 67'758 | 70'540 | 97.99% | 97.99% |
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