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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 | 16.11% | 0.07 | 0.08 | 130'000 | 130'000 | 130'000 | 130'000 | 7'734 | 9'034 | 99.73% | 99.73% |
| 18.09.2014 | 77.68% | 0.03 | 0.04 | 290'000 | 290'000 | 232'965 | 232'965 | 3'404 | 7'224 | 89.19% | 95.15% |
| 17.09.2014 | 10.52% | 0.08 | 0.09 | 110'000 | 110'000 | 110'000 | 110'000 | 10'051 | 11'151 | 99.91% | 99.91% |
| 16.09.2014 | 9.30% | 0.09 | 0.10 | 110'000 | 110'000 | 110'000 | 110'000 | 11'308 | 12'408 | 99.27% | 99.27% |
| 15.09.2014 | 8.70% | 0.10 | 0.11 | 110'000 | 110'000 | 114'078 | 114'078 | 12'658 | 13'799 | 99.69% | 99.69% |
| 12.09.2014 | 6.92% | 0.12 | 0.13 | 110'000 | 110'000 | 110'000 | 110'000 | 15'370 | 16'470 | 99.67% | 99.67% |
| 11.09.2014 | 7.16% | 0.14 | 0.15 | 110'000 | 110'000 | 110'000 | 110'000 | 14'905 | 16'005 | 99.48% | 99.48% |
| 10.09.2014 | 5.73% | 0.17 | 0.18 | 110'000 | 110'000 | 110'000 | 110'000 | 18'662 | 19'762 | 99.36% | 99.36% |
| 09.09.2014 | 5.56% | 0.17 | 0.18 | 110'000 | 110'000 | 110'000 | 110'000 | 19'241 | 20'341 | 100.00% | 100.00% |
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