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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 | 66.67% | 0.01 | 0.02 | 50'000 | 50'000 | 50'000 | 50'000 | 500 | 1'000 | 6.03% | 89.42% |
| 18.09.2014 | 66.67% | 0.01 | 0.02 | 50'000 | 50'000 | 50'000 | 50'000 | 500 | 1'000 | 4.71% | 100.00% |
| 17.09.2014 | 39.66% | 0.01 | 0.02 | 50'000 | 50'000 | 50'000 | 50'000 | 1'028 | 1'528 | 96.77% | 96.93% |
| 16.09.2014 | 42.74% | 0.02 | 0.03 | 50'000 | 50'000 | 50'000 | 49'977 | 957 | 1'456 | 84.82% | 85.15% |
| 15.09.2014 | 29.91% | 0.03 | 0.04 | 50'000 | 50'000 | 50'000 | 50'000 | 1'442 | 1'942 | 99.58% | 99.58% |
| 12.09.2014 | 20.98% | 0.05 | 0.06 | 50'000 | 50'000 | 50'000 | 49'974 | 2'168 | 2'666 | 99.77% | 100.00% |
| 11.09.2014 | 12.88% | 0.07 | 0.08 | 50'000 | 50'000 | 50'000 | 49'993 | 3'727 | 4'227 | 99.81% | 99.88% |
| 10.09.2014 | 9.66% | 0.10 | 0.11 | 50'000 | 50'000 | 50'000 | 50'000 | 4'932 | 5'432 | 100.00% | 100.00% |
| 09.09.2014 | 7.21% | 0.12 | 0.13 | 50'000 | 50'000 | 50'000 | 50'000 | 6'713 | 7'213 | 99.73% | 99.73% |
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