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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 | - | - |
| 20.06.2014 | 13.48% | 0.15 | 0.17 | 84'000 | 84'000 | 84'000 | 84'000 | 11'638 | 13'318 | 82.77% | 82.77% |
| 19.06.2014 | 8.55% | 0.12 | 0.13 | 84'000 | 84'000 | 85'365 | 85'365 | 9'575 | 10'428 | 64.90% | 64.90% |
| 18.06.2014 | 7.69% | 0.09 | 0.10 | 110'000 | 110'000 | 157'630 | 157'630 | 20'306 | 21'882 | 59.08% | 59.08% |
| 17.06.2014 | 7.71% | 0.13 | 0.14 | 230'000 | 230'000 | 230'000 | 230'000 | 28'775 | 31'075 | 51.46% | 51.46% |
| 16.06.2014 | 7.74% | 0.13 | 0.14 | 240'000 | 240'000 | 243'926 | 243'926 | 30'353 | 32'793 | 54.49% | 54.49% |
| 13.06.2014 | 8.06% | 0.13 | 0.14 | 260'000 | 260'000 | 252'590 | 252'590 | 30'474 | 33'000 | 62.47% | 62.47% |
| 12.06.2014 | 5.40% | 0.18 | 0.19 | 220'000 | 220'000 | 220'000 | 220'000 | 39'711 | 41'911 | 87.67% | 87.67% |
| 11.06.2014 | 4.15% | 0.21 | 0.22 | 220'000 | 220'000 | 215'509 | 215'509 | 51'069 | 53'224 | 69.98% | 69.98% |
| 10.06.2014 | 4.11% | 0.25 | 0.26 | 220'000 | 220'000 | 220'000 | 220'000 | 52'448 | 54'648 | 75.25% | 75.25% |
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