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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 | - | - |
| 17.08.2017 | 12.37% | 0.04 | 0.05 | 500'000 | 300'000 | 496'928 | 300'000 | 40'236 | 27'357 | 99.36% | 99.36% |
| 16.08.2017 | 8.68% | 0.19 | 0.21 | 300'000 | 300'000 | 300'000 | 300'000 | 66'259 | 72'259 | 99.32% | 99.32% |
| 15.08.2017 | 5.77% | 0.15 | 0.16 | 340'000 | 300'000 | 312'968 | 300'000 | 52'946 | 54'019 | 97.98% | 97.98% |
| 14.08.2017 | 5.73% | 0.20 | 0.21 | 300'000 | 300'000 | 313'185 | 300'000 | 53'512 | 54'516 | 96.04% | 96.04% |
| 11.08.2017 | 10.29% | 0.09 | 0.10 | 500'000 | 300'000 | 490'964 | 299'999 | 45'531 | 30'978 | 96.51% | 96.51% |
| 10.08.2017 | 4.80% | 0.16 | 0.17 | 320'000 | 300'000 | 301'749 | 300'000 | 62'169 | 64'898 | 98.22% | 98.22% |
| 09.08.2017 | 3.90% | 0.25 | 0.26 | 300'000 | 300'000 | 300'000 | 300'000 | 75'775 | 78'775 | 96.53% | 96.53% |
| 08.08.2017 | 4.10% | 0.47 | 0.49 | 300'000 | 300'000 | 300'000 | 300'000 | 133'888 | 139'506 | 99.60% | 99.60% |
| 07.08.2017 | 2.52% | 0.45 | 0.47 | 300'000 | 300'000 | 300'000 | 300'000 | 138'059 | 141'622 | 100.00% | 100.00% |
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