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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 | - | - |
| 21.12.2018 | 34.92% | 0.04 | 0.05 | 500'000 | 300'000 | 500'000 | 300'000 | 14'787 | 12'442 | 76.51% | 76.51% |
| 20.12.2018 | 22.60% | 0.08 | 0.10 | 500'000 | 300'000 | 493'787 | 300'000 | 35'529 | 26'963 | 92.84% | 92.84% |
| 19.12.2018 | 13.30% | 0.07 | 0.08 | 500'000 | 300'000 | 495'695 | 300'000 | 42'458 | 29'419 | 84.94% | 84.94% |
| 18.12.2018 | 12.04% | 0.15 | 0.17 | 340'000 | 300'000 | 319'871 | 300'000 | 52'014 | 55'291 | 97.55% | 97.55% |
| 17.12.2018 | 11.56% | 0.18 | 0.20 | 300'000 | 300'000 | 307'942 | 300'000 | 52'606 | 57'654 | 98.02% | 98.02% |
| 14.12.2018 | 9.99% | 0.21 | 0.23 | 300'000 | 300'000 | 300'000 | 300'000 | 59'998 | 66'289 | 92.06% | 92.06% |
| 13.12.2018 | 6.96% | 0.29 | 0.32 | 300'000 | 300'000 | 300'000 | 300'000 | 87'329 | 93'625 | 98.32% | 98.32% |
| 12.12.2018 | 7.41% | 0.32 | 0.35 | 300'000 | 300'000 | 299'838 | 300'000 | 83'063 | 89'443 | 97.32% | 99.57% |
| 11.12.2018 | 8.87% | 0.23 | 0.25 | 300'000 | 300'000 | 300'000 | 300'000 | 67'958 | 74'249 | 100.00% | 100.00% |
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