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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 | 96.49% | 0.02 | 0.05 | 50'000 | 50'000 | 50'020 | 50'020 | 1'084 | 2'811 | 52.47% | 52.47% |
| 18.12.2014 | 72.88% | 0.07 | 0.10 | 50'000 | 50'000 | 50'008 | 50'008 | 1'680 | 3'102 | 63.12% | 73.15% |
| 17.12.2014 | 10.82% | 0.10 | 0.11 | 50'000 | 50'000 | 50'000 | 50'000 | 4'426 | 4'926 | 67.72% | 67.72% |
| 16.12.2014 | 14.35% | 0.11 | 0.12 | 50'000 | 50'000 | 50'000 | 50'000 | 3'732 | 4'232 | 80.43% | 80.43% |
| 15.12.2014 | 17.76% | 0.04 | 0.05 | 50'000 | 50'000 | 68'261 | 68'261 | 3'503 | 4'185 | 83.34% | 83.34% |
| 12.12.2014 | 16.92% | 0.05 | 0.06 | 50'000 | 50'000 | 50'000 | 50'000 | 2'726 | 3'226 | 86.85% | 86.85% |
| 11.12.2014 | 13.83% | 0.06 | 0.07 | 50'000 | 50'000 | 50'000 | 50'000 | 3'393 | 3'893 | 98.99% | 98.99% |
| 10.12.2014 | 17.44% | 0.05 | 0.06 | 100'000 | 100'000 | 100'000 | 100'000 | 5'268 | 6'268 | 97.21% | 97.21% |
| 09.12.2014 | 10.46% | 0.05 | 0.06 | 50'000 | 50'000 | 50'000 | 50'000 | 4'947 | 5'447 | 90.14% | 90.14% |
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