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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 | 23.33% | 0.04 | 0.05 | 75'000 | 75'000 | 75'000 | 75'000 | 4'322 | 5'414 | 100.00% | 100.00% |
| 18.12.2014 | 34.07% | 0.05 | 0.06 | 75'000 | 75'000 | 75'000 | 75'000 | 3'212 | 4'305 | 97.11% | 97.11% |
| 17.12.2014 | 80.84% | 0.01 | 0.03 | 75'000 | 75'000 | 75'000 | 75'000 | 751 | 1'822 | 24.32% | 100.00% |
| 16.12.2014 | 69.68% | 0.01 | 0.02 | 75'000 | 75'000 | 75'000 | 75'000 | 750 | 1'568 | 33.65% | 99.99% |
| 15.12.2014 | 38.80% | 0.01 | 0.03 | 75'000 | 75'000 | 75'000 | 75'000 | 2'630 | 3'870 | 99.89% | 99.89% |
| 12.12.2014 | 39.57% | 0.03 | 0.04 | 75'000 | 75'000 | 75'000 | 75'000 | 2'362 | 3'532 | 100.00% | 100.00% |
| 11.12.2014 | 19.19% | 0.08 | 0.09 | 75'000 | 75'000 | 75'000 | 75'000 | 5'551 | 6'707 | 100.00% | 100.00% |
| 10.12.2014 | 14.24% | 0.09 | 0.11 | 75'000 | 75'000 | 75'000 | 75'000 | 7'262 | 8'369 | 99.93% | 99.93% |
| 09.12.2014 | 10.58% | 0.09 | 0.11 | 75'000 | 75'000 | 75'000 | 75'000 | 7'856 | 8'711 | 98.66% | 99.77% |
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