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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 | 66.67% | 0.01 | 0.01 | 1'000'000 | 750'000 | 1'000'000 | 750'000 | 10'000 | 15'000 | 1.12% | 99.14% |
| 20.12.2018 | 61.56% | 0.02 | 0.03 | 1'000'000 | 500'000 | 1'000'000 | 813'744 | 11'916 | 17'664 | 99.99% | 99.99% |
| 19.12.2018 | 66.67% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 999'930 | 1'000'000 | 9'999 | 20'000 | 94.74% | 99.93% |
| 18.12.2018 | 34.27% | 0.01 | 0.02 | 1'000'000 | 750'000 | 1'000'000 | 526'310 | 25'071 | 18'214 | 99.98% | 99.98% |
| 17.12.2018 | 38.36% | 0.01 | 0.02 | 1'000'000 | 750'000 | 1'000'000 | 666'827 | 21'707 | 20'724 | 99.79% | 99.79% |
| 14.12.2018 | 39.38% | 0.02 | 0.03 | 1'000'000 | 750'000 | 1'000'000 | 730'562 | 20'566 | 22'196 | 99.15% | 99.15% |
| 13.12.2018 | 39.92% | 0.02 | 0.03 | 1'000'000 | 750'000 | 1'000'000 | 750'145 | 20'066 | 22'554 | 99.84% | 99.84% |
| 12.12.2018 | 24.26% | 0.02 | 0.03 | 1'000'000 | 750'000 | 1'000'000 | 471'737 | 37'362 | 21'689 | 98.36% | 98.36% |
| 11.12.2018 | 20.77% | 0.05 | 0.06 | 1'000'000 | 400'000 | 1'000'000 | 458'389 | 43'586 | 24'354 | 99.99% | 99.99% |
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