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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 | - | - |
| 15.09.2017 | 10.54% | 0.17 | 0.19 | 300'000 | 50'000 | 269'272 | 50'000 | 50'626 | 10'510 | 97.72% | 97.72% |
| 14.09.2017 | 9.23% | 0.22 | 0.24 | 230'000 | 50'000 | 224'932 | 50'000 | 50'488 | 12'340 | 99.95% | 99.95% |
| 13.09.2017 | 7.38% | 0.22 | 0.25 | 230'000 | 50'000 | 257'272 | 50'000 | 50'602 | 10'631 | 99.66% | 99.66% |
| 12.09.2017 | 6.28% | 0.25 | 0.27 | 200'000 | 50'000 | 199'728 | 50'000 | 51'477 | 13'735 | 100.00% | 100.00% |
| 11.09.2017 | 5.76% | 0.23 | 0.24 | 220'000 | 50'000 | 233'304 | 50'000 | 50'525 | 11'477 | 100.00% | 100.00% |
| 08.09.2017 | 6.26% | 0.21 | 0.22 | 240'000 | 50'000 | 255'433 | 50'000 | 50'505 | 10'543 | 100.00% | 100.00% |
| 06.09.2017 | 8.12% | 0.14 | 0.16 | 360'000 | 50'000 | 357'164 | 50'000 | 50'758 | 7'778 | 99.06% | 99.06% |
| 05.09.2017 | 4.62% | 0.22 | 0.24 | 230'000 | 50'000 | 197'498 | 50'000 | 50'956 | 13'643 | 99.23% | 99.23% |
| 04.09.2017 | 5.84% | 0.19 | 0.21 | 270'000 | 50'000 | 262'482 | 50'000 | 50'865 | 10'286 | 100.00% | 100.00% |
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