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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 | 5.30% | 1.09 | 1.15 | 260'000 | 260'000 | 260'000 | 260'000 | 286'824 | 302'424 | 93.34% | 93.34% |
| 20.12.2018 | 8.07% | 0.86 | 0.92 | 280'000 | 280'000 | 280'000 | 280'000 | 201'052 | 217'852 | 86.18% | 86.18% |
| 19.12.2018 | 15.58% | 0.29 | 0.35 | 340'000 | 340'000 | 340'000 | 340'000 | 121'837 | 142'237 | 88.21% | 88.21% |
| 18.12.2018 | 14.48% | 0.38 | 0.44 | 370'000 | 370'000 | 370'000 | 370'000 | 143'523 | 165'723 | 93.50% | 93.50% |
| 17.12.2018 | 6.25% | 0.23 | 0.28 | 500'000 | 500'000 | 499'969 | 500'000 | 128'792 | 137'768 | 92.52% | 92.52% |
| 14.12.2018 | 6.38% | 0.17 | 0.18 | 500'000 | 500'000 | 499'995 | 500'000 | 76'331 | 81'332 | 97.59% | 97.59% |
| 13.12.2018 | 7.59% | 0.12 | 0.13 | 500'000 | 500'000 | 500'000 | 500'000 | 64'291 | 69'291 | 97.28% | 97.28% |
| 12.12.2018 | 7.06% | 0.10 | 0.11 | 500'000 | 500'000 | 500'000 | 499'968 | 69'478 | 74'473 | 96.86% | 96.86% |
| 11.12.2018 | 5.95% | 0.18 | 0.19 | 500'000 | 500'000 | 499'996 | 499'997 | 85'300 | 90'300 | 95.30% | 95.30% |
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