Market Activities
Market Activities
2. Market Performance
   Monthly-average & Yearly-high-low
   of TAIEX (1989-2008)
   Monthly-average & Yearly-high-low of
   TWSE Taiwan 50 Index (2002-2008)
   Daily TAIEX in 2008
   Daily TWSE Taiwan 50 Index in 2008
   TAIEX Year-End Performance
   (1999-2008)
   TAIEX & Trading Volume in 2008
   Market PER and Dividend Yield
   (1999-2008)
   PER, Dividend Yield & PBR by
   Industry Group Year-end 2008
   Monthly Average Market Spread of
   Constituents of TWSE Taiwan
   50 Index in 2008
   Indicators for Market Liquidity
   (2006-2008)
 
 
Indicators for Market Liquidity (2006-2008)
Period
Market Depth
Price Continuity
Quotation Spread Ratio
Execution Ratio
Traded Issue Ratio
　
1000
shares*
10,000
shares
30,000
shares
 　
　
By Value
By Volume
 　
2006
0.8799
0.8728
0.8557
0.9257
0.7411
0.7539
0.7310
0.9931
Jan.
0.8701
0.8638
0.8480
0.9200
0.7313
0.7839
0.7568
0.9930
Feb.
0.8940
0.8875
0.8722
0.9365
0.7303
0.7542
0.7259
0.9925
Mar.
0.8854
0.8780
0.8599
0.9334
0.7310
0.7629
0.7217
0.9916
Apr.
0.8760
0.8701
0.8552
0.9223
0.7680
0.7757
0.7581
0.9953
May
0.8486
0.8425
0.8275
0.9008
0.7343
0.7927
0.7742
0.9946
Jun.
0.8598
0.8519
0.8338
0.9079
0.6734
0.7858
0.7523
0.9922
Jul.
0.8870
0.8783
0.8582
0.9319
0.7018
0.7496
0.7159
0.9901
Aug.
0.8976
0.8891
0.8688
0.9391
0.7317
0.7456
0.7115
0.9911
Sep.
0.9040
0.8962
0.8788
0.9402
0.7427
0.7276
0.6975
0.9923
Oct.
0.8918
0.8846
0.8676
0.9350
0.7689
0.7016
0.6835
0.9936
Nov.
0.8801
0.8740
0.8583
0.9279
0.7867
0.7421
0.7417
0.9939
Dec.
0.8646
0.8582
0.8417
0.9129
0.7969
0.7285
0.7368
0.9980
2007
0.8765
0.8688
0.8513
0.9248
0.7733
0.7651
0.7445
0.9947
Jan.
0.8677
0.8602
0.8419
0.9175
0.7852
0.7424
0.7176
0.9961
Feb.
0.8923
0.8835
0.8634
0.9379
0.7816
0.7324
0.7033
0.9957
Mar.
0.8775
0.8699
0.8520
0.9243
0.7891
0.7561
0.7384
0.9971
Apr.
0.8774
0.8703
0.8541
0.9253
0.8040
0.7294
0.7217
0.9972
May
0.8906
0.8827
0.8645
0.9378
0.7908
0.7229
0.7038
0.9960
Jun.
0.8902
0.8840
0.8682
0.9357
0.8197
0.7637
0.7468
0.9965
Jul.
0.8668
0.8617
0.8482
0.9152
0.8202
0.8060
0.8008
0.9978
Aug.
0.8528
0.8450
0.8281
0.9028
0.7504
0.8017
0.7840
0.9952
Sep.
0.8743
0.8659
0.8468
0.9252
0.7821
0.7721
0.7329
0.9929
Oct.
0.8878
0.8805
0.8642
0.9369
0.7684
0.7698
0.7370
0.9936
Nov.
0.8786
0.8699
0.8532
0.9263
0.7026
0.7957
0.7788
0.9910
Dec.
0.8712
0.8600
0.8379
0.9209
0.6944
0.7707
0.7446
0.9876
2008
0.8706
0.8625
0.8468
0.9150
0.6905
0.7950
0.7805
0.9868
Jan.
0.8688
0.8615
0.8474
0.9130
0.6758
0.8238
0.8045
0.9897
Feb.
0.8717
0.8631
0.8450
0.9258
0.7287
0.8089
0.7904
0.9914
Mar.
0.8880
0.8807
0.8648
0.9351
0.7417
0.7958
0.7835
0.9919
Apr.
0.8996
0.8929
0.8770
0.9425
0.7836
0.7791
0.7630
0.9928
May
0.8893
0.8809
0.8623
0.9367
0.7636
0.7717
0.7609
0.9908
Jun.
0.8792
0.8681
0.8475
0.9246
0.6822
0.7782
0.7594
0.9874
Jul.
0.8722
0.8627
0.8451
0.9150
0.6695
0.8142
0.7924
0.9848
Aug.
0.8803
0.8700
0.8489
0.9244
0.6796
0.7898
0.7667
0.9843
Sep.
0.8624
0.8555
0.8442
0.9021
0.6687
0.8152
0.8027
0.9836
Oct.
0.8622
0.8566
0.8497
0.8969
0.6672
0.7735
0.7650
0.9812
Nov.
0.8264
0.8194
0.8095
0.8685
0.6057
0.8049
0.7961
0.9811
Dec.
0.8476
0.8392
0.8203
0.8987
0.6364
0.7895
0.7846
0.9846
Market Depth 1,000 shares* : For trade over 1,000 shares, the ratio of trading volume of 
                           consecutive trade price change less than one tick 
                           over total trading  volume
Price Continuity : the ratio of event when consecutive trade price change is
                             less than one tick.
Quotation Spread Ratio : ratio of closing price change less than two ticks.
Execution Ratio : trade volume / (order buy +  order sell / 2)
Traded Issue Ratio : number of issue with trading record / total number of listed issues 

 

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