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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 | 35.36% | 0.01 | 0.03 | 150'000 | 150'000 | 648'929 | 648'919 | 24'023 | 30'935 | 65.99% | 95.55% |
| 18.12.2014 | 89.23% | 0.01 | 0.03 | 750'000 | 750'000 | 750'000 | 750'000 | 9'021 | 22'716 | 58.02% | 84.53% |
| 17.12.2014 | 100.00% | 0.01 | 0.02 | 750'000 | 750'000 | 750'000 | 750'000 | 7'500 | 22'500 | 0.02% | 99.30% |
| 16.12.2014 | - | - | 0.02 | 0 | 750'000 | 0 | 0 | 0 | 0 | 0.00% | 97.05% |
| 15.12.2014 | 27.59% | 0.01 | 0.02 | 750'000 | 750'000 | 749'999 | 750'000 | 26'048 | 33'749 | 92.09% | 94.18% |
| 12.12.2014 | 9.54% | 0.07 | 0.08 | 750'000 | 750'000 | 749'999 | 749'999 | 76'722 | 84'222 | 99.34% | 99.34% |
| 11.12.2014 | 5.13% | 0.21 | 0.22 | 750'000 | 750'000 | 749'999 | 750'000 | 144'791 | 152'291 | 96.92% | 96.92% |
| 10.12.2014 | 5.30% | 0.19 | 0.20 | 750'000 | 750'000 | 750'000 | 750'000 | 172'296 | 181'676 | 94.97% | 94.97% |
| 09.12.2014 | 9.50% | 0.18 | 0.20 | 750'000 | 750'000 | 750'000 | 749'999 | 193'816 | 213'167 | 93.42% | 93.42% |
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