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
15.07.2024 0.51% 93.60 CHF 94.05 CHF 25'000 25'000 25'000 25'000 2'373'870 CHF 2'385'930 CHF 99.38% 99.38%
12.07.2024 0.51% 95.55 CHF 96.05 CHF 25'000 25'000 25'000 25'000 2'372'700 CHF 2'384'810 CHF 90.88% 90.88%
11.07.2024 0.48% 94.30 CHF 94.75 CHF 25'000 25'000 25'000 25'000 2'348'500 CHF 2'359'750 CHF 99.35% 99.35%
10.07.2024 0.48% 93.70 CHF 94.15 CHF 25'000 25'000 25'000 25'000 2'332'600 CHF 2'343'850 CHF 99.36% 99.36%
09.07.2024 0.48% 93.20 CHF 93.65 CHF 25'000 25'000 25'000 25'000 2'343'600 CHF 2'354'850 CHF 67.72% 67.72%
08.07.2024 0.48% 93.20 CHF 93.65 CHF 25'000 25'000 25'000 25'000 2'335'050 CHF 2'346'300 CHF 99.37% 99.37%
05.07.2024 0.48% 92.85 CHF 93.30 CHF 25'000 25'000 25'000 25'000 2'334'770 CHF 2'346'020 CHF 99.07% 99.07%
04.07.2024 0.48% 93.55 CHF 94.00 CHF 25'000 25'000 25'000 25'000 2'337'610 CHF 2'348'860 CHF 98.56% 98.56%
03.07.2024 0.48% 93.30 CHF 93.75 CHF 25'000 25'000 25'000 25'000 2'324'060 CHF 2'335'310 CHF 99.34% 99.34%
02.07.2024 0.49% 93.00 CHF 93.45 CHF 25'000 25'000 25'000 25'000 2'303'670 CHF 2'314'890 CHF 99.35% 99.35%

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