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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 | 3.15% | 1.08 | 1.11 | 600'000 | 600'000 | 600'000 | 600'000 | 567'472 | 585'472 | 89.20% | 89.20% |
| 20.11.2014 | 5.71% | 0.61 | 0.64 | 650'000 | 650'000 | 650'000 | 650'000 | 333'853 | 353'353 | 93.08% | 93.08% |
| 19.11.2014 | 4.05% | 0.61 | 0.64 | 650'000 | 650'000 | 650'000 | 650'000 | 440'644 | 459'130 | 75.41% | 75.41% |
| 18.11.2014 | 1.88% | 0.62 | 0.63 | 700'000 | 700'000 | 719'749 | 719'749 | 383'823 | 391'020 | 89.44% | 89.44% |
| 17.11.2014 | 4.50% | 0.33 | 0.34 | 750'000 | 750'000 | 750'000 | 750'000 | 169'614 | 177'114 | 98.01% | 98.01% |
| 14.11.2014 | 4.01% | 0.25 | 0.26 | 750'000 | 750'000 | 750'000 | 750'000 | 185'276 | 192'776 | 98.61% | 98.61% |
| 13.11.2014 | 3.18% | 0.28 | 0.29 | 750'000 | 750'000 | 750'000 | 750'000 | 238'296 | 245'796 | 91.72% | 91.72% |
| 12.11.2014 | 3.13% | 0.25 | 0.26 | 750'000 | 750'000 | 749'999 | 749'997 | 239'972 | 247'472 | 91.81% | 91.81% |
| 11.11.2014 | 1.92% | 0.51 | 0.52 | 750'000 | 750'000 | 750'000 | 750'000 | 388'648 | 396'148 | 99.61% | 99.61% |
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