Market Activities
Market Performance
- Monthly-average & Yearly-high-low of TAIEX (2006-2015)
- Monthly-average & Yearly-high-low of FTSE TWSE Taiwan 50 Index (2006-2015)
- Daily TAIEX in 2015
- Daily FTSE TWSE Taiwan 50 Index in 2015
- TAIEX Year-End Performance (2006-2015)
- TAIEX and Stock Trading Volume in 2015
- Market PER and Dividend Yield (2006-2015)
- PER, Dividend Yield & PBR by Industry Year-end 2015
- Monthly Average Market Spread of Constituents of FTSE TWSE Taiwan 50 Index in 2015
- Indicators for Market Liquidity (2013-2015)
Indicators for Market Liquidity (2013-2015)
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 | ||||
2013 | 0.9201 | 0.9054 | 0.8781 | 0.9634 | 0.8045 | 5.1267 | 3.3224 | 0.9956 |
Jan. | 0.9250 | 0.9124 | 0.8864 | 0.9680 | 0.8045 | 4.6032 | 3.3996 | 0.9955 |
Feb. | 0.9284 | 0.9163 | 0.8921 | 0.9706 | 0.8221 | 5.2647 | 3.5716 | 0.9963 |
Mar. | 0.9235 | 0.9107 | 0.8845 | 0.9662 | 0.8228 | 5.5723 | 3.4870 | 0.9965 |
Apr. | 0.9149 | 0.9019 | 0.8788 | 0.9534 | 0.8099 | 5.1895 | 3.5211 | 0.9957 |
May | 0.9211 | 0.9104 | 0.8912 | 0.9616 | 0.8271 | 4.6450 | 3.4722 | 0.9968 |
Jun. | 0.9023 | 0.8873 | 0.8590 | 0.9546 | 0.7804 | 5.3665 | 3.4621 | 0.9969 |
Jul. | 0.9246 | 0.9090 | 0.8803 | 0.9653 | 0.7964 | 5.7059 | 3.4058 | 0.9946 |
Aug. | 0.9207 | 0.9047 | 0.8770 | 0.9618 | 0.7913 | 5.0941 | 3.3725 | 0.9928 |
Sep. | 0.9220 | 0.9051 | 0.8734 | 0.9680 | 0.7950 | 5.2736 | 3.4105 | 0.9931 |
Oct. | 0.9251 | 0.9094 | 0.8800 | 0.9661 | 0.8064 | 4.9006 | 3.0850 | 0.9962 |
Nov. | 0.9129 | 0.8954 | 0.8648 | 0.9619 | 0.7838 | 5.1457 | 2.9048 | 0.9960 |
Dec. | 0.9215 | 0.9032 | 0.8724 | 0.9640 | 0.8175 | 4.8614 | 2.9110 | 0.9968 |
2014 | 0.9253 | 0.9067 | 0.8770 | 0.9661 | 0.8113 | 5.0228 | 2.6839 | 0.9962 |
Jan. | 0.9214 | 0.9071 | 0.8806 | 0.9612 | 0.8321 | 4.4840 | 3.0663 | 0.9966 |
Feb. | 0.9256 | 0.9089 | 0.8799 | 0.9632 | 0.8241 | 4.0678 | 3.1303 | 0.9970 |
Mar. | 0.9192 | 0.8988 | 0.8653 | 0.9616 | 0.8307 | 5.7444 | 3.1407 | 0.9971 |
Apr. | 0.9226 | 0.9042 | 0.8736 | 0.9622 | 0.8204 | 5.0938 | 3.0099 | 0.9965 |
May | 0.9173 | 0.8987 | 0.8681 | 0.9646 | 0.8128 | 5.0911 | 2.8651 | 0.9961 |
Jun. | 0.9238 | 0.9074 | 0.8810 | 0.9626 | 0.8425 | 4.5854 | 2.8156 | 0.9972 |
Jul. | 0.9381 | 0.9246 | 0.9029 | 0.9705 | 0.8386 | 4.4864 | 2.6949 | 0.9971 |
Aug. | 0.9288 | 0.9109 | 0.8842 | 0.9663 | 0.8244 | 5.6892 | 2.4804 | 0.9970 |
Sep. | 0.9254 | 0.9047 | 0.8720 | 0.9709 | 0.7963 | 5.0964 | 2.3416 | 0.9941 |
Oct. | 0.9156 | 0.8915 | 0.8565 | 0.9648 | 0.7777 | 5.1478 | 2.1885 | 0.9948 |
Nov. | 0.9280 | 0.9063 | 0.8737 | 0.9703 | 0.7646 | 4.5053 | 2.1989 | 0.9967 |
Dec. | 0.9357 | 0.9166 | 0.8853 | 0.9727 | 0.7806 | 5.8758 | 2.4538 | 0.9949 |
2015 | 0.9148 | 0.8820 | 0.8178 | 0.9694 | 0.7448 | 4.9255 | 2.3158 | 0.9948 |
Jan. | 0.9415 | 0.9223 | 0.8911 | 0.9765 | 0.7948 | 4.2471 | 2.5259 | 0.9959 |
Feb. | 0.9375 | 0.9145 | 0.8787 | 0.9781 | 0.8063 | 4.7357 | 2.3283 | 0.9946 |
Mar. | 0.9380 | 0.9164 | 0.8821 | 0.9767 | 0.8313 | 4.8092 | 2.4746 | 0.9959 |
Apr. | 0.9447 | 0.9258 | 0.8985 | 0.9764 | 0.8107 | 4.4877 | 2.7224 | 0.9963 |
May | 0.9337 | 0.9134 | 0.8844 | 0.9742 | 0.8028 | 4.4294 | 2.4927 | 0.9960 |
Jun. | 0.9222 | 0.8940 | 0.8492 | 0.9670 | 0.7466 | 5.3798 | 2.0959 | 0.9960 |
Jul. | 0.9027 | 0.8617 | 0.7752 | 0.9650 | 0.6937 | 5.4274 | 2.2362 | 0.9948 |
Aug. | 0.8833 | 0.8410 | 0.7491 | 0.9589 | 0.6676 | 4.0745 | 2.4048 | 0.9942 |
Sep. | 0.8955 | 0.8529 | 0.7616 | 0.9650 | 0.6936 | 6.1732 | 2.7149 | 0.9940 |
Oct. | 0.9048 | 0.8628 | 0.7726 | 0.9693 | 0.7328 | 4.6660 | 2.3260 | 0.9930 |
Nov. | 0.8965 | 0.8520 | 0.7563 | 0.9655 | 0.7106 | 5.7705 | 1.9940 | 0.9938 |
Dec. | 0.8901 | 0.8461 | 0.7517 | 0.9645 | 0.6809 | 4.8084 | 1.6003 | 0.9933 |
- Note:
- Market Depth 1,000 shares*: For trade over 1,000 shares, the ratio of trading volume ofconsecutive 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