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
20.11.2024 1.05% 0.93 CHF 0.94 CHF 1'572'900 1'572'900 1'528'020 1'528'020 1'448'800 CHF 1'464'080 CHF 100.00% 100.00%
19.11.2024 1.05% 0.95 CHF 0.96 CHF 1'522'100 1'522'100 1'481'060 1'481'060 1'401'520 CHF 1'416'330 CHF 98.78% 98.78%
18.11.2024 0.99% 0.98 CHF 0.99 CHF 1'475'500 1'475'500 1'390'130 1'390'130 1'392'620 CHF 1'406'530 CHF 100.00% 100.00%
15.11.2024 0.95% 1.04 CHF 1.05 CHF 1'378'800 1'378'800 1'368'690 1'368'690 1'435'940 CHF 1'449'630 CHF 100.00% 100.00%
14.11.2024 0.93% 1.04 CHF 1.05 CHF 1'367'500 1'367'500 1'442'180 1'442'180 1'545'410 CHF 1'559'830 CHF 99.91% 99.91%
13.11.2024 1.01% 0.99 CHF 1.00 CHF 1'452'000 1'452'000 1'472'760 1'472'760 1'445'400 CHF 1'460'130 CHF 100.00% 100.00%
12.11.2024 1.01% 0.99 CHF 1.00 CHF 1'475'400 1'475'400 1'520'800 1'520'800 1'503'650 CHF 1'518'860 CHF 100.00% 100.00%
11.11.2024 1.09% 0.97 CHF 0.98 CHF 1'526'900 1'526'900 1'700'160 1'700'160 1'558'420 CHF 1'575'420 CHF 100.00% 100.00%
08.11.2024 1.16% 0.87 CHF 0.88 CHF 1'722'800 1'722'800 1'726'070 1'726'070 1'481'840 CHF 1'499'100 CHF 100.00% 100.00%
07.11.2024 1.13% 0.85 CHF 0.86 CHF 1'726'500 1'726'500 1'637'250 1'637'250 1'443'930 CHF 1'460'300 CHF 99.90% 99.90%

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