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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 | 5.51% | 0.52 | 0.55 | 50'000 | 50'000 | 50'000 | 50'000 | 26'508 | 28'008 | 91.46% | 91.46% |
| 18.12.2014 | 6.68% | 0.48 | 0.51 | 50'000 | 50'000 | 50'000 | 50'000 | 21'815 | 23'315 | 96.22% | 96.22% |
| 17.12.2014 | 12.28% | 0.26 | 0.29 | 50'000 | 50'000 | 50'000 | 50'000 | 11'553 | 13'053 | 95.36% | 95.36% |
| 16.12.2014 | 17.41% | 0.22 | 0.25 | 50'000 | 50'000 | 53'998 | 53'998 | 8'891 | 10'511 | 97.17% | 97.17% |
| 15.12.2014 | 12.08% | 0.17 | 0.20 | 50'000 | 50'000 | 50'000 | 50'000 | 11'785 | 13'285 | 98.49% | 98.49% |
| 12.12.2014 | 9.05% | 0.24 | 0.27 | 50'000 | 50'000 | 50'000 | 50'000 | 15'959 | 17'459 | 100.00% | 100.00% |
| 11.12.2014 | 6.91% | 0.41 | 0.44 | 50'000 | 50'000 | 50'000 | 50'000 | 20'966 | 22'466 | 99.56% | 99.56% |
| 10.12.2014 | 6.03% | 0.42 | 0.45 | 50'000 | 50'000 | 50'000 | 50'000 | 24'185 | 25'685 | 96.95% | 96.95% |
| 09.12.2014 | 6.05% | 0.46 | 0.49 | 50'000 | 50'000 | 50'000 | 50'000 | 24'188 | 25'688 | 98.90% | 98.90% |
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