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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 | - | - | 0.03 | 0 | 150'000 | 0 | 0 | 0 | 0 | 0.00% | 99.77% |
| 18.12.2014 | 38.25% | 0.01 | 0.02 | 750'000 | 750'000 | 750'000 | 750'000 | 23'444 | 32'081 | 76.40% | 94.06% |
| 17.12.2014 | 3.01% | 0.24 | 0.25 | 750'000 | 750'000 | 750'000 | 750'000 | 250'926 | 258'426 | 90.27% | 90.27% |
| 16.12.2014 | 1.55% | 0.32 | 0.33 | 750'000 | 750'000 | 750'000 | 750'000 | 499'860 | 507'360 | 60.67% | 60.67% |
| 15.12.2014 | 4.38% | 0.57 | 0.58 | 750'000 | 750'000 | 749'999 | 750'000 | 177'870 | 185'370 | 91.17% | 91.17% |
| 12.12.2014 | 6.34% | 0.24 | 0.25 | 750'000 | 750'000 | 750'000 | 750'000 | 116'654 | 124'154 | 98.81% | 98.81% |
| 11.12.2014 | 10.09% | 0.07 | 0.08 | 750'000 | 750'000 | 749'999 | 749'999 | 73'790 | 81'290 | 96.52% | 96.52% |
| 10.12.2014 | 9.90% | 0.11 | 0.12 | 750'000 | 750'000 | 750'000 | 750'000 | 73'344 | 80'844 | 95.82% | 95.82% |
| 09.12.2014 | 12.43% | 0.14 | 0.15 | 750'000 | 750'000 | 749'999 | 750'000 | 60'935 | 68'435 | 99.43% | 99.43% |
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