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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 | - | - |
| 19.09.2014 | 8.20% | 0.48 | 0.52 | 75'000 | 75'000 | 75'000 | 75'000 | 35'104 | 38'104 | 97.04% | 97.04% |
| 18.09.2014 | 6.20% | 0.45 | 0.47 | 150'000 | 150'000 | 150'000 | 150'000 | 65'736 | 69'933 | 96.09% | 96.09% |
| 17.09.2014 | 6.52% | 0.41 | 0.43 | 150'000 | 150'000 | 150'000 | 150'000 | 62'484 | 66'699 | 93.64% | 93.64% |
| 16.09.2014 | 8.76% | 0.27 | 0.29 | 200'000 | 200'000 | 190'730 | 190'730 | 58'316 | 63'685 | 81.59% | 81.59% |
| 15.09.2014 | 4.32% | 0.35 | 0.37 | 150'000 | 150'000 | 107'272 | 107'272 | 67'948 | 70'936 | 72.03% | 72.03% |
| 12.09.2014 | 3.61% | 0.77 | 0.79 | 125'000 | 125'000 | 104'733 | 104'733 | 80'198 | 83'103 | 91.81% | 91.81% |
| 11.09.2014 | 3.55% | 0.79 | 0.81 | 125'000 | 125'000 | 104'980 | 104'980 | 81'717 | 84'617 | 94.25% | 94.25% |
| 10.09.2014 | 3.76% | 0.69 | 0.71 | 125'000 | 125'000 | 104'951 | 104'951 | 76'229 | 79'130 | 91.89% | 91.89% |
| 09.09.2014 | 3.37% | 0.82 | 0.84 | 125'000 | 125'000 | 105'353 | 105'353 | 85'849 | 88'742 | 88.91% | 88.91% |
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