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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 | - | - |
| 19.12.2014 | 55.60% | 0.01 | 0.02 | 100'000 | 100'000 | 99'574 | 100'000 | 1'419 | 2'434 | 53.36% | 66.39% |
| 18.12.2014 | 66.23% | 0.01 | 0.03 | 50'000 | 100'000 | 99'856 | 100'000 | 1'018 | 2'023 | 41.35% | 76.47% |
| 17.12.2014 | - | - | 0.01 | 0 | 100'000 | 0 | 0 | 0 | 0 | 0.00% | 96.59% |
| 16.12.2014 | 66.67% | 0.01 | 0.02 | 100'000 | 100'000 | 100'000 | 100'000 | 1'000 | 2'000 | 22.45% | 98.78% |
| 15.12.2014 | 48.07% | 0.01 | 0.02 | 100'000 | 100'000 | 100'000 | 100'000 | 1'704 | 2'710 | 96.26% | 99.28% |
| 12.12.2014 | 41.15% | 0.02 | 0.03 | 100'000 | 100'000 | 100'000 | 100'000 | 2'221 | 3'359 | 100.00% | 100.00% |
| 11.12.2014 | 26.55% | 0.04 | 0.05 | 100'000 | 100'000 | 100'000 | 100'000 | 3'725 | 4'846 | 100.00% | 100.00% |
| 10.12.2014 | 19.42% | 0.04 | 0.05 | 100'000 | 100'000 | 100'000 | 100'000 | 4'830 | 5'861 | 100.00% | 100.00% |
| 09.12.2014 | 18.19% | 0.05 | 0.06 | 100'000 | 100'000 | 100'000 | 100'000 | 5'614 | 6'726 | 99.85% | 99.85% |
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