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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 | - | - | 0.01 | 0 | 25'000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
| 14.12.2017 | - | - | 0.01 | 0 | 25'000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
| 13.12.2017 | 66.73% | 0.01 | 0.01 | 500'000 | 25'000 | 150'201 | 25'000 | 1'502 | 500 | 53.49% | 100.00% |
| 12.12.2017 | 59.43% | 0.01 | 0.02 | 75'000 | 25'000 | 75'000 | 25'000 | 1'076 | 641 | 100.00% | 100.00% |
| 11.12.2017 | 33.39% | 0.02 | 0.03 | 75'000 | 25'000 | 75'000 | 25'000 | 2'078 | 963 | 99.94% | 99.94% |
| 08.12.2017 | 32.98% | 0.03 | 0.05 | 75'000 | 25'000 | 75'000 | 25'000 | 2'378 | 1'107 | 99.50% | 99.50% |
| 07.12.2017 | 37.48% | 0.03 | 0.04 | 75'000 | 25'000 | 75'000 | 25'000 | 2'071 | 996 | 99.99% | 99.99% |
| 06.12.2017 | 67.38% | 0.01 | 0.02 | 75'000 | 25'000 | 75'000 | 25'000 | 975 | 640 | 100.00% | 100.00% |
| 05.12.2017 | 65.22% | 0.02 | 0.03 | 75'000 | 25'000 | 75'000 | 25'000 | 1'038 | 656 | 96.52% | 96.52% |
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