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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 | 9.00% | 0.22 | 0.24 | 520'000 | 520'000 | 520'000 | 520'000 | 110'481 | 120'881 | 100.00% | 100.00% |
| 15.06.2017 | 10.40% | 0.28 | 0.31 | 560'000 | 560'000 | 560'000 | 560'000 | 153'623 | 170'423 | 96.84% | 96.84% |
| 14.06.2017 | 16.39% | 0.11 | 0.14 | 670'000 | 670'000 | 670'000 | 670'000 | 71'424 | 84'163 | 98.48% | 98.48% |
| 13.06.2017 | 5.82% | 0.17 | 0.18 | 620'000 | 620'000 | 620'000 | 620'000 | 104'259 | 110'459 | 98.94% | 98.94% |
| 12.06.2017 | 3.89% | 0.23 | 0.24 | 770'000 | 770'000 | 769'997 | 770'000 | 194'946 | 202'646 | 94.03% | 94.03% |
| 09.06.2017 | 24.73% | 0.03 | 0.04 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 36'044 | 46'044 | 98.16% | 98.16% |
| 08.06.2017 | 21.35% | 0.05 | 0.06 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 42'234 | 52'234 | 98.86% | 98.86% |
| 07.06.2017 | 16.80% | 0.05 | 0.06 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 54'931 | 64'931 | 98.20% | 98.20% |
| 06.06.2017 | 18.11% | 0.05 | 0.06 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 50'288 | 60'288 | 98.66% | 98.66% |
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