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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 | 3.00% | 0.33 | 0.34 | 100'000 | 100'000 | 100'000 | 100'000 | 32'874 | 33'874 | 100.00% | 100.00% |
| 20.11.2014 | 3.63% | 0.30 | 0.31 | 110'000 | 110'000 | 110'000 | 110'000 | 29'907 | 31'007 | 99.03% | 99.03% |
| 19.11.2014 | 4.11% | 0.23 | 0.24 | 110'000 | 110'000 | 110'000 | 110'000 | 26'251 | 27'351 | 99.46% | 99.46% |
| 18.11.2014 | 3.77% | 0.25 | 0.26 | 110'000 | 110'000 | 110'000 | 110'000 | 28'656 | 29'756 | 99.59% | 99.59% |
| 17.11.2014 | 3.91% | 0.24 | 0.25 | 110'000 | 110'000 | 110'000 | 110'000 | 27'620 | 28'720 | 100.00% | 100.00% |
| 14.11.2014 | 4.22% | 0.23 | 0.24 | 110'000 | 110'000 | 110'000 | 110'000 | 25'558 | 26'658 | 98.17% | 98.17% |
| 13.11.2014 | 3.88% | 0.26 | 0.27 | 110'000 | 110'000 | 110'000 | 110'000 | 27'847 | 28'947 | 99.74% | 99.74% |
| 12.11.2014 | 5.82% | 0.19 | 0.20 | 110'000 | 110'000 | 110'000 | 110'000 | 18'384 | 19'484 | 99.43% | 99.43% |
| 11.11.2014 | 6.21% | 0.16 | 0.17 | 120'000 | 120'000 | 120'000 | 120'000 | 18'740 | 19'940 | 100.00% | 100.00% |
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