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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 | - | - |
| 21.11.2014 | 1.92% | 0.64 | 0.65 | 650'000 | 650'000 | 650'000 | 650'000 | 342'304 | 348'804 | 89.90% | 89.90% |
| 20.11.2014 | 8.61% | 0.17 | 0.18 | 750'000 | 750'000 | 750'000 | 750'000 | 87'302 | 94'802 | 97.27% | 97.27% |
| 19.11.2014 | 3.93% | 0.20 | 0.21 | 750'000 | 750'000 | 750'000 | 750'000 | 191'907 | 199'407 | 92.04% | 92.04% |
| 18.11.2014 | 6.41% | 0.21 | 0.22 | 750'000 | 750'000 | 750'000 | 750'000 | 119'234 | 126'734 | 90.38% | 90.38% |
| 17.11.2014 | 25.48% | 0.06 | 0.07 | 750'000 | 750'000 | 750'000 | 750'000 | 29'784 | 37'435 | 99.44% | 99.44% |
| 14.11.2014 | 15.95% | 0.05 | 0.06 | 750'000 | 750'000 | 750'000 | 750'000 | 44'571 | 52'071 | 99.39% | 99.39% |
| 13.11.2014 | 9.70% | 0.08 | 0.09 | 750'000 | 750'000 | 750'000 | 750'000 | 76'822 | 84'322 | 99.76% | 99.76% |
| 12.11.2014 | 9.23% | 0.08 | 0.09 | 750'000 | 750'000 | 749'999 | 750'000 | 79'618 | 87'118 | 99.84% | 99.84% |
| 11.11.2014 | 4.61% | 0.21 | 0.22 | 750'000 | 750'000 | 750'000 | 750'000 | 160'191 | 167'691 | 100.00% | 100.00% |
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