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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 | 8.05% | 0.28 | 0.30 | 300'000 | 300'000 | 300'000 | 300'000 | 71'883 | 77'883 | 91.60% | 91.60% |
| 16.08.2017 | 8.53% | 0.13 | 0.14 | 390'000 | 300'000 | 449'405 | 300'000 | 50'429 | 36'823 | 99.32% | 99.32% |
| 15.08.2017 | 6.12% | 0.20 | 0.21 | 300'000 | 300'000 | 304'456 | 300'000 | 56'107 | 59'005 | 97.98% | 97.98% |
| 14.08.2017 | 4.95% | 0.17 | 0.18 | 300'000 | 300'000 | 301'218 | 300'000 | 64'765 | 67'852 | 94.88% | 94.88% |
| 11.08.2017 | 4.33% | 0.43 | 0.45 | 300'000 | 300'000 | 300'000 | 300'000 | 132'413 | 138'267 | 96.50% | 96.50% |
| 10.08.2017 | 4.03% | 0.32 | 0.33 | 300'000 | 300'000 | 300'000 | 300'000 | 74'459 | 77'467 | 98.23% | 98.23% |
| 09.08.2017 | 4.51% | 0.21 | 0.22 | 300'000 | 300'000 | 301'588 | 300'000 | 65'890 | 68'655 | 96.53% | 96.53% |
| 08.08.2017 | 12.06% | 0.07 | 0.08 | 500'000 | 300'000 | 500'000 | 300'000 | 39'354 | 26'612 | 99.60% | 99.60% |
| 07.08.2017 | 10.51% | 0.08 | 0.09 | 500'000 | 300'000 | 499'997 | 300'000 | 45'409 | 30'246 | 100.00% | 100.00% |
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