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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 | - | - |
| 20.07.2017 | 11.41% | 0.16 | 0.18 | 320'000 | 300'000 | 408'673 | 300'000 | 50'673 | 43'392 | 63.02% | 63.02% |
| 19.07.2017 | 7.92% | 0.13 | 0.14 | 390'000 | 300'000 | 310'744 | 300'000 | 53'578 | 56'382 | 99.74% | 99.74% |
| 18.07.2017 | 7.80% | 0.26 | 0.28 | 300'000 | 300'000 | 382'543 | 300'000 | 55'860 | 50'178 | 99.80% | 99.80% |
| 17.07.2017 | 5.62% | 0.15 | 0.16 | 340'000 | 300'000 | 307'221 | 300'000 | 53'441 | 55'334 | 100.00% | 100.00% |
| 14.07.2017 | 5.21% | 0.19 | 0.20 | 300'000 | 300'000 | 300'286 | 300'000 | 56'374 | 59'329 | 99.21% | 99.21% |
| 13.07.2017 | 4.89% | 0.23 | 0.24 | 300'000 | 300'000 | 300'000 | 300'000 | 60'426 | 63'426 | 98.79% | 98.79% |
| 12.07.2017 | 4.93% | 0.24 | 0.25 | 300'000 | 300'000 | 300'000 | 300'000 | 96'161 | 101'117 | 98.23% | 98.23% |
| 11.07.2017 | 4.42% | 0.45 | 0.47 | 300'000 | 300'000 | 300'000 | 300'000 | 129'277 | 135'130 | 98.94% | 98.94% |
| 10.07.2017 | 2.79% | 0.35 | 0.36 | 300'000 | 300'000 | 300'000 | 300'000 | 107'184 | 110'217 | 98.56% | 98.56% |
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