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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 | 24.71% | 0.10 | 0.13 | 105'000 | 105'000 | 105'000 | 105'000 | 11'752 | 14'902 | 97.88% | 97.88% |
| 18.12.2014 | 2.82% | 0.39 | 0.40 | 210'000 | 210'000 | 210'000 | 210'000 | 73'890 | 75'990 | 99.34% | 99.34% |
| 17.12.2014 | 4.39% | 0.21 | 0.22 | 230'000 | 230'000 | 234'078 | 234'078 | 52'485 | 54'826 | 99.65% | 99.65% |
| 16.12.2014 | 5.69% | 0.27 | 0.28 | 260'000 | 260'000 | 253'405 | 253'405 | 44'168 | 46'702 | 75.14% | 75.14% |
| 15.12.2014 | 3.17% | 0.24 | 0.25 | 220'000 | 220'000 | 220'000 | 220'000 | 68'732 | 70'932 | 92.31% | 92.31% |
| 12.12.2014 | 2.45% | 0.38 | 0.39 | 220'000 | 220'000 | 215'989 | 215'989 | 86'978 | 89'138 | 97.14% | 97.14% |
| 11.12.2014 | 2.26% | 0.47 | 0.48 | 220'000 | 220'000 | 220'000 | 220'000 | 96'286 | 98'486 | 98.84% | 98.84% |
| 10.12.2014 | 2.30% | 0.43 | 0.44 | 220'000 | 220'000 | 220'000 | 220'000 | 94'630 | 96'830 | 98.00% | 98.00% |
| 09.12.2014 | 2.07% | 0.44 | 0.45 | 220'000 | 220'000 | 215'940 | 215'940 | 103'380 | 105'539 | 96.99% | 96.99% |
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