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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 | - | - | 0.05 | 0 | 100'000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
| 18.12.2014 | 31.50% | 0.03 | 0.06 | 750'000 | 750'000 | 748'598 | 749'935 | 59'683 | 80'293 | 98.84% | 98.84% |
| 17.12.2014 | 16.67% | 0.06 | 0.07 | 750'000 | 750'000 | 749'731 | 749'785 | 42'328 | 49'833 | 99.31% | 99.31% |
| 16.12.2014 | 9.86% | 0.06 | 0.08 | 750'000 | 750'000 | 750'000 | 749'999 | 127'084 | 136'470 | 95.82% | 95.82% |
| 15.12.2014 | 4.66% | 0.42 | 0.44 | 750'000 | 750'000 | 750'000 | 750'000 | 314'770 | 329'770 | 97.16% | 97.16% |
| 12.12.2014 | 3.58% | 0.54 | 0.56 | 750'000 | 750'000 | 750'000 | 750'000 | 412'209 | 427'209 | 73.28% | 73.28% |
| 11.12.2014 | 3.80% | 0.54 | 0.56 | 750'000 | 750'000 | 750'000 | 750'000 | 387'507 | 402'507 | 81.39% | 81.39% |
| 10.12.2014 | 3.57% | 0.58 | 0.60 | 750'000 | 750'000 | 750'000 | 750'000 | 413'032 | 428'032 | 77.19% | 77.19% |
| 09.12.2014 | 5.82% | 0.58 | 0.60 | 750'000 | 750'000 | 750'000 | 750'000 | 263'337 | 278'337 | 89.47% | 89.47% |
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