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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 | 9.24% | 0.09 | 0.10 | 750'000 | 750'000 | 750'000 | 750'000 | 78'160 | 85'660 | 99.98% | 99.98% |
| 20.11.2014 | 6.99% | 0.10 | 0.11 | 750'000 | 750'000 | 750'000 | 750'000 | 104'177 | 111'677 | 99.02% | 99.02% |
| 19.11.2014 | 9.19% | 0.15 | 0.16 | 750'000 | 750'000 | 750'000 | 750'000 | 80'547 | 88'047 | 99.60% | 99.60% |
| 18.11.2014 | 10.63% | 0.07 | 0.08 | 750'000 | 750'000 | 750'000 | 750'000 | 67'095 | 74'595 | 99.37% | 99.37% |
| 17.11.2014 | 15.41% | 0.07 | 0.08 | 750'000 | 750'000 | 750'000 | 750'000 | 45'377 | 52'877 | 100.00% | 100.00% |
| 14.11.2014 | 22.38% | 0.03 | 0.04 | 750'000 | 750'000 | 750'000 | 750'000 | 29'810 | 37'310 | 99.03% | 99.03% |
| 13.11.2014 | 14.01% | 0.07 | 0.08 | 750'000 | 750'000 | 750'000 | 750'000 | 50'017 | 57'517 | 99.78% | 99.78% |
| 12.11.2014 | 11.69% | 0.08 | 0.09 | 750'000 | 750'000 | 750'000 | 750'000 | 60'476 | 67'976 | 99.76% | 99.76% |
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