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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 | - | - | 0.02 | 0 | 150'000 | 0 | 0 | 0 | 0 | 0.00% | 99.34% |
| 14.12.2017 | - | - | 0.02 | 0 | 600'000 | 0 | 0 | 0 | 0 | 0.00% | 98.53% |
| 13.12.2017 | - | - | 0.02 | 0 | 600'000 | 0 | 0 | 0 | 0 | 0.00% | 98.27% |
| 12.12.2017 | 58.24% | 0.01 | 0.02 | 600'000 | 600'000 | 259'058 | 259'059 | 3'065 | 5'655 | 93.72% | 93.72% |
| 11.12.2017 | 39.84% | 0.02 | 0.03 | 600'000 | 600'000 | 253'990 | 253'991 | 5'198 | 7'738 | 97.36% | 97.36% |
| 08.12.2017 | 23.38% | 0.03 | 0.04 | 600'000 | 600'000 | 253'896 | 253'896 | 9'064 | 11'603 | 93.64% | 93.64% |
| 07.12.2017 | 22.71% | 0.04 | 0.05 | 600'000 | 600'000 | 255'460 | 255'460 | 9'445 | 12'000 | 97.34% | 97.34% |
| 06.12.2017 | 36.61% | 0.03 | 0.04 | 600'000 | 600'000 | 255'051 | 254'947 | 6'642 | 9'188 | 97.27% | 97.27% |
| 05.12.2017 | 23.76% | 0.06 | 0.07 | 600'000 | 600'000 | 255'006 | 255'135 | 11'552 | 14'113 | 97.48% | 97.48% |
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