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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 | 3.67% | 1.59 | 1.65 | 260'000 | 260'000 | 260'000 | 260'000 | 417'084 | 432'684 | 99.73% | 99.73% |
| 20.12.2018 | 4.88% | 1.35 | 1.41 | 260'000 | 260'000 | 260'000 | 260'000 | 312'764 | 328'364 | 80.82% | 80.82% |
| 19.12.2018 | 7.74% | 0.67 | 0.73 | 280'000 | 280'000 | 280'000 | 280'000 | 209'320 | 226'120 | 90.27% | 90.27% |
| 18.12.2018 | 7.59% | 0.75 | 0.81 | 290'000 | 290'000 | 290'000 | 290'000 | 221'409 | 238'809 | 94.47% | 94.47% |
| 17.12.2018 | 2.92% | 0.53 | 0.59 | 350'000 | 350'000 | 349'973 | 350'000 | 192'841 | 198'960 | 91.15% | 91.15% |
| 14.12.2018 | 2.72% | 0.39 | 0.40 | 500'000 | 500'000 | 499'878 | 499'733 | 182'322 | 187'263 | 96.09% | 96.09% |
| 13.12.2018 | 3.33% | 0.28 | 0.29 | 500'000 | 500'000 | 499'922 | 499'989 | 148'510 | 153'529 | 98.27% | 98.27% |
| 12.12.2018 | 3.24% | 0.25 | 0.26 | 470'000 | 470'000 | 469'995 | 469'854 | 144'053 | 148'719 | 97.22% | 97.22% |
| 11.12.2018 | 2.93% | 0.38 | 0.39 | 500'000 | 500'000 | 499'948 | 499'904 | 172'972 | 177'958 | 97.68% | 97.68% |
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