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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 | 66.64% | 0.01 | 0.02 | 500'000 | 300'000 | 500'000 | 300'000 | 5'004 | 6'003 | 44.67% | 92.72% |
| 16.08.2017 | 66.67% | 0.01 | 0.02 | 500'000 | 300'000 | 500'000 | 300'000 | 5'000 | 6'000 | 4.69% | 99.32% |
| 15.08.2017 | 39.39% | 0.02 | 0.03 | 500'000 | 300'000 | 500'000 | 300'000 | 10'473 | 9'284 | 97.98% | 97.98% |
| 14.08.2017 | 20.81% | 0.03 | 0.04 | 500'000 | 300'000 | 500'000 | 300'000 | 22'442 | 16'465 | 98.16% | 98.16% |
| 11.08.2017 | 5.82% | 0.15 | 0.16 | 340'000 | 300'000 | 315'883 | 300'000 | 52'929 | 53'583 | 96.18% | 96.18% |
| 10.08.2017 | 12.85% | 0.11 | 0.12 | 460'000 | 300'000 | 494'060 | 300'000 | 37'252 | 25'755 | 98.23% | 98.23% |
| 09.08.2017 | 13.41% | 0.07 | 0.08 | 500'000 | 300'000 | 500'000 | 300'000 | 35'504 | 24'302 | 96.53% | 96.53% |
| 08.08.2017 | 40.49% | 0.02 | 0.03 | 500'000 | 300'000 | 500'000 | 300'000 | 9'922 | 8'953 | 99.60% | 99.60% |
| 07.08.2017 | 29.89% | 0.02 | 0.03 | 500'000 | 300'000 | 500'000 | 300'000 | 14'422 | 11'653 | 100.00% | 100.00% |
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