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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 | 155.56% | 0.01 | 0.07 | 750'000 | 750'000 | 750'000 | 750'000 | 7'500 | 60'000 | 50.19% | 100.00% |
| 18.12.2014 | 5.71% | 0.15 | 0.16 | 300'000 | 300'000 | 279'372 | 279'372 | 50'629 | 53'423 | 92.59% | 92.59% |
| 17.12.2014 | 1.46% | 0.70 | 0.71 | 200'000 | 200'000 | 200'000 | 200'000 | 136'443 | 138'443 | 96.68% | 96.68% |
| 16.12.2014 | 2.04% | 0.49 | 0.50 | 250'000 | 250'000 | 250'000 | 250'000 | 123'543 | 126'043 | 96.74% | 96.74% |
| 15.12.2014 | 3.38% | 0.38 | 0.39 | 350'000 | 350'000 | 350'000 | 350'000 | 102'403 | 105'903 | 96.37% | 96.37% |
| 12.12.2014 | 3.42% | 0.27 | 0.28 | 300'000 | 300'000 | 341'332 | 341'332 | 100'024 | 103'437 | 93.52% | 93.52% |
| 11.12.2014 | 3.91% | 0.15 | 0.16 | 400'000 | 400'000 | 400'000 | 400'000 | 105'539 | 109'539 | 98.26% | 98.26% |
| 10.12.2014 | 6.16% | 0.17 | 0.18 | 550'000 | 550'000 | 550'000 | 550'000 | 86'841 | 92'341 | 89.51% | 89.51% |
| 09.12.2014 | 4.63% | 0.27 | 0.28 | 450'000 | 450'000 | 470'307 | 470'307 | 101'017 | 105'720 | 97.51% | 97.51% |
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