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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 | - | - | 0.01 | 0 | 100'000 | 0 | 0 | 0 | 0 | 0.00% | 96.10% |
| 18.12.2014 | 66.67% | 0.01 | 0.01 | 750'000 | 100'000 | 749'913 | 749'913 | 7'499 | 14'998 | 17.72% | 99.33% |
| 17.12.2014 | 28.05% | 0.03 | 0.04 | 750'000 | 750'000 | 750'000 | 750'000 | 23'260 | 30'778 | 100.00% | 100.00% |
| 16.12.2014 | 17.22% | 0.04 | 0.05 | 750'000 | 750'000 | 529'185 | 529'185 | 57'306 | 67'819 | 99.68% | 99.68% |
| 15.12.2014 | 23.46% | 0.08 | 0.10 | 750'000 | 750'000 | 750'000 | 750'000 | 31'303 | 39'542 | 98.15% | 98.15% |
| 12.12.2014 | 32.57% | 0.03 | 0.04 | 750'000 | 750'000 | 750'000 | 750'000 | 20'201 | 27'701 | 99.33% | 99.33% |
| 11.12.2014 | 40.00% | 0.02 | 0.03 | 750'000 | 750'000 | 750'000 | 750'000 | 15'000 | 22'500 | 100.00% | 100.00% |
| 10.12.2014 | 47.86% | 0.01 | 0.02 | 750'000 | 750'000 | 750'000 | 750'000 | 12'788 | 20'288 | 100.00% | 100.00% |
| 09.12.2014 | 60.84% | 0.02 | 0.03 | 750'000 | 750'000 | 747'175 | 747'175 | 9'109 | 16'581 | 52.09% | 98.24% |
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