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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 | 163.64% | 0.01 | 0.10 | 100'000 | 10'000 | 100'000 | 10'000 | 1'000 | 1'000 | 2.29% | 39.47% |
| 18.12.2014 | 145.42% | 0.01 | 0.10 | 100'000 | 10'000 | 100'000 | 10'000 | 1'765 | 1'101 | 97.72% | 97.72% |
| 17.12.2014 | 38.75% | 0.10 | 0.15 | 10'000 | 10'000 | 10'000 | 10'000 | 1'042 | 1'542 | 0.68% | 79.03% |
| 16.12.2014 | - | 0.05 | - | 10'000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 72.45% |
| 15.12.2014 | - | 0.03 | - | 10'000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 76.95% |
| 12.12.2014 | - | 0.03 | - | 10'000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 77.59% |
| 11.12.2014 | 41.61% | 0.01 | 0.07 | 10'000 | 60'000 | 10'000 | 99'994 | 567 | 8'596 | 59.68% | 91.62% |
| 10.12.2014 | 33.87% | 0.03 | 0.04 | 100'000 | 100'000 | 100'000 | 99'810 | 2'552 | 3'545 | 97.43% | 98.99% |
| 09.12.2014 | 22.54% | 0.06 | 0.07 | 100'000 | 100'000 | 99'995 | 99'957 | 4'226 | 5'223 | 100.00% | 100.00% |
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