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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 | 8.09% | 0.19 | 0.21 | 100'000 | 100'000 | 100'000 | 100'000 | 23'842 | 25'842 | 81.99% | 81.99% |
| 18.09.2014 | 8.20% | 0.22 | 0.24 | 100'000 | 100'000 | 99'972 | 100'000 | 23'479 | 25'486 | 93.86% | 93.86% |
| 17.09.2014 | 48.22% | 0.02 | 0.03 | 150'000 | 150'000 | 156'130 | 156'130 | 2'599 | 4'160 | 5.39% | 99.14% |
| 16.09.2014 | 66.67% | 0.01 | 0.01 | 200'000 | 100'000 | 200'000 | 200'000 | 2'000 | 4'000 | 15.21% | 100.00% |
| 15.09.2014 | 66.67% | 0.01 | 0.02 | 200'000 | 200'000 | 200'000 | 200'000 | 2'000 | 4'000 | 99.68% | 99.68% |
| 12.09.2014 | 40.00% | 0.02 | 0.03 | 200'000 | 200'000 | 200'000 | 200'000 | 4'000 | 6'000 | 99.19% | 99.19% |
| 11.09.2014 | 60.89% | 0.02 | 0.03 | 200'000 | 200'000 | 200'000 | 200'000 | 2'433 | 4'433 | 100.00% | 100.00% |
| 10.09.2014 | 63.01% | 0.01 | 0.02 | 200'000 | 200'000 | 200'000 | 200'000 | 2'274 | 4'274 | 99.86% | 99.86% |
| 09.09.2014 | 32.00% | 0.02 | 0.03 | 200'000 | 200'000 | 199'976 | 199'976 | 5'400 | 7'400 | 99.68% | 99.68% |
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