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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 | - | - |
| 24.11.2014 | 40.00% | 0.02 | 0.03 | 750'000 | 750'000 | 750'000 | 750'000 | 15'000 | 22'500 | 97.86% | 97.86% |
| 21.11.2014 | 18.55% | 0.04 | 0.05 | 750'000 | 750'000 | 750'000 | 750'000 | 37'296 | 44'796 | 99.96% | 99.96% |
| 20.11.2014 | 12.92% | 0.05 | 0.06 | 750'000 | 750'000 | 750'000 | 750'000 | 54'835 | 62'335 | 99.03% | 99.03% |
| 19.11.2014 | 17.00% | 0.08 | 0.09 | 750'000 | 750'000 | 750'000 | 750'000 | 41'834 | 49'334 | 99.61% | 99.61% |
| 18.11.2014 | 18.76% | 0.04 | 0.05 | 750'000 | 750'000 | 750'000 | 750'000 | 36'423 | 43'923 | 99.38% | 99.38% |
| 17.11.2014 | 28.30% | 0.04 | 0.05 | 750'000 | 750'000 | 750'000 | 750'000 | 23'458 | 30'958 | 92.95% | 92.95% |
| 14.11.2014 | 42.47% | 0.01 | 0.03 | 750'000 | 750'000 | 750'000 | 750'000 | 14'691 | 22'500 | 99.10% | 99.10% |
| 13.11.2014 | 26.23% | 0.03 | 0.04 | 750'000 | 750'000 | 750'000 | 750'000 | 25'261 | 32'761 | 99.49% | 99.49% |
| 12.11.2014 | 20.99% | 0.04 | 0.05 | 750'000 | 750'000 | 750'000 | 750'000 | 32'292 | 39'792 | 99.76% | 99.76% |
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