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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 | - | - |
| 15.12.2017 | 9.02% | 0.22 | 0.24 | 520'000 | 520'000 | 520'000 | 520'000 | 110'169 | 120'569 | 100.00% | 100.00% |
| 14.12.2017 | 4.81% | 0.23 | 0.25 | 540'000 | 540'000 | 540'000 | 540'000 | 122'142 | 128'208 | 97.50% | 97.50% |
| 13.12.2017 | 4.80% | 0.24 | 0.25 | 590'000 | 590'000 | 590'000 | 590'000 | 120'610 | 126'510 | 96.45% | 96.45% |
| 12.12.2017 | 4.73% | 0.21 | 0.22 | 580'000 | 580'000 | 580'000 | 580'000 | 120'049 | 125'849 | 97.90% | 97.90% |
| 11.12.2017 | 6.66% | 0.16 | 0.17 | 770'000 | 770'000 | 770'000 | 770'000 | 112'291 | 119'991 | 99.24% | 99.24% |
| 08.12.2017 | 5.57% | 0.18 | 0.19 | 890'000 | 890'000 | 890'000 | 890'000 | 155'752 | 164'652 | 96.92% | 96.92% |
| 07.12.2017 | 7.10% | 0.14 | 0.15 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 136'432 | 146'432 | 98.27% | 98.27% |
| 06.12.2017 | 26.52% | 0.12 | 0.13 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 90'719 | 117'596 | 97.96% | 97.96% |
| 05.12.2017 | 8.25% | 0.18 | 0.19 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 119'190 | 129'190 | 97.96% | 97.96% |
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