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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 | - | - |
| 17.10.2014 | - | 0.01 | 0.03 | 750'000 | 750'000 | 0 | 0 | 0 | 0 | 0.00% | 93.71% |
| 16.10.2014 | 6.82% | 0.12 | 0.14 | 750'000 | 750'000 | 749'999 | 749'999 | 150'630 | 158'899 | 73.83% | 73.83% |
| 15.10.2014 | 22.01% | 0.10 | 0.11 | 750'000 | 750'000 | 750'000 | 750'000 | 41'868 | 49'443 | 78.09% | 81.63% |
| 14.10.2014 | 21.92% | 0.02 | 0.03 | 750'000 | 750'000 | 750'000 | 750'000 | 33'686 | 41'186 | 86.92% | 86.92% |
| 13.10.2014 | 18.55% | 0.05 | 0.06 | 750'000 | 750'000 | 750'000 | 750'000 | 39'578 | 47'078 | 94.50% | 94.50% |
| 10.10.2014 | 14.37% | 0.09 | 0.10 | 750'000 | 750'000 | 750'000 | 750'000 | 54'575 | 62'075 | 82.93% | 82.93% |
| 09.10.2014 | 79.30% | 0.01 | 0.03 | 750'000 | 750'000 | 750'000 | 750'000 | 10'224 | 22'669 | 41.50% | 92.61% |
| 08.10.2014 | 31.49% | 0.03 | 0.04 | 750'000 | 750'000 | 750'000 | 750'000 | 20'731 | 28'233 | 94.23% | 94.23% |
| 07.10.2014 | 64.47% | 0.02 | 0.03 | 750'000 | 750'000 | 750'000 | 750'000 | 12'289 | 22'930 | 92.76% | 92.76% |
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