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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 | 8.07% | 0.22 | 0.24 | 200'000 | 200'000 | 200'000 | 200'000 | 47'700 | 51'700 | 95.88% | 95.88% |
| 18.12.2014 | 8.56% | 0.24 | 0.26 | 200'000 | 200'000 | 200'000 | 200'000 | 45'043 | 49'043 | 99.39% | 99.39% |
| 17.12.2014 | 16.78% | 0.12 | 0.14 | 200'000 | 200'000 | 200'000 | 200'000 | 21'950 | 25'950 | 100.00% | 100.00% |
| 16.12.2014 | 17.12% | 0.12 | 0.14 | 200'000 | 200'000 | 205'468 | 205'468 | 21'045 | 24'945 | 99.55% | 99.55% |
| 15.12.2014 | 14.17% | 0.10 | 0.12 | 200'000 | 200'000 | 200'000 | 200'000 | 26'441 | 30'441 | 99.98% | 99.98% |
| 12.12.2014 | 11.96% | 0.15 | 0.17 | 200'000 | 200'000 | 200'000 | 200'000 | 31'497 | 35'497 | 99.66% | 99.66% |
| 11.12.2014 | 11.99% | 0.16 | 0.18 | 200'000 | 200'000 | 200'000 | 200'000 | 31'448 | 35'448 | 84.64% | 84.64% |
| 10.12.2014 | 9.51% | 0.18 | 0.20 | 200'000 | 200'000 | 200'000 | 200'000 | 40'302 | 44'302 | 98.20% | 98.20% |
| 09.12.2014 | 7.33% | 0.24 | 0.26 | 200'000 | 200'000 | 200'000 | 200'000 | 52'816 | 56'816 | 100.00% | 100.00% |
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