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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 | 6.75% | 0.15 | 0.16 | 110'000 | 110'000 | 110'000 | 110'000 | 15'752 | 16'852 | 99.45% | 99.45% |
| 14.12.2017 | 8.52% | 0.12 | 0.13 | 110'000 | 110'000 | 110'000 | 110'000 | 12'395 | 13'495 | 98.61% | 98.61% |
| 13.12.2017 | 13.30% | 0.09 | 0.10 | 130'000 | 130'000 | 130'000 | 130'000 | 9'273 | 10'573 | 98.82% | 98.82% |
| 12.12.2017 | 14.93% | 0.06 | 0.07 | 120'000 | 120'000 | 120'000 | 120'000 | 7'593 | 8'793 | 98.03% | 98.03% |
| 11.12.2017 | 11.74% | 0.08 | 0.09 | 150'000 | 150'000 | 150'000 | 150'000 | 12'130 | 13'630 | 97.65% | 97.65% |
| 08.12.2017 | 17.86% | 0.06 | 0.07 | 200'000 | 200'000 | 200'000 | 200'000 | 10'322 | 12'322 | 98.87% | 98.87% |
| 07.12.2017 | 24.44% | 0.04 | 0.05 | 200'000 | 200'000 | 200'000 | 200'000 | 7'339 | 9'339 | 98.94% | 98.94% |
| 06.12.2017 | 23.80% | 0.05 | 0.06 | 200'000 | 200'000 | 200'000 | 200'000 | 7'685 | 9'685 | 99.15% | 99.15% |
| 05.12.2017 | 20.87% | 0.04 | 0.05 | 180'000 | 180'000 | 180'000 | 180'000 | 7'803 | 9'603 | 98.47% | 98.47% |
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