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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 | 104.72% | 0.01 | 0.02 | 90'000 | 90'000 | 90'000 | 90'000 | 579 | 1'800 | 36.66% | 93.10% |
| 20.12.2018 | 28.35% | 0.01 | 0.02 | 750'000 | 750'000 | 241'901 | 241'901 | 7'129 | 9'548 | 97.50% | 97.50% |
| 19.12.2018 | 11.58% | 0.12 | 0.13 | 750'000 | 750'000 | 239'988 | 239'988 | 26'052 | 28'452 | 97.91% | 97.91% |
| 18.12.2018 | 17.53% | 0.06 | 0.07 | 750'000 | 750'000 | 239'857 | 239'857 | 12'337 | 14'736 | 98.84% | 98.84% |
| 17.12.2018 | 14.07% | 0.09 | 0.10 | 750'000 | 750'000 | 240'548 | 240'548 | 15'765 | 18'170 | 97.89% | 97.89% |
| 14.12.2018 | 10.62% | 0.12 | 0.13 | 750'000 | 750'000 | 241'722 | 241'722 | 23'474 | 25'891 | 93.62% | 93.62% |
| 13.12.2018 | 6.36% | 0.12 | 0.13 | 750'000 | 750'000 | 235'442 | 235'442 | 33'308 | 35'662 | 96.13% | 96.13% |
| 12.12.2018 | 8.47% | 0.19 | 0.20 | 750'000 | 750'000 | 240'510 | 240'510 | 32'786 | 35'191 | 97.74% | 97.74% |
| 11.12.2018 | 6.48% | 0.13 | 0.14 | 750'000 | 750'000 | 238'283 | 238'283 | 34'546 | 36'929 | 98.81% | 98.81% |
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