Indicators for Market Liquidity (2014-2016)Print

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
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
2016 0.9086 0.8709 0.7884 0.9699 0.7520 4.9954 2.1898 0.9939
Jan. 0.8926 0.8490 0.7548 0.9647 0.6572 5.6067 1.4034 0.9912
Feb. 0.9030 0.8614 0.7691 0.9711 0.7233 5.1515 1.4804 0.9940
Mar. 0.9001 0.8619 0.7754 0.9673 0.7622 4.5782 1.6908 0.9949
Apr. 0.9095 0.8680 0.7736 0.9664 0.7524 5.1473 2.1255 0.9945
May 0.9019 0.8596 0.7656 0.9679 0.7139 5.9654 2.3150 0.9932
Jun. 0.9133 0.8766 0.7947 0.9718 0.7563 5.1468 2.2259 0.9953
Jul. 0.9239 0.8935 0.8259 0.9760 0.8038 3.7631 2.6302 0.9961
Aug. 0.9192 0.8852 0.8106 0.9744 0.7911 4.0919 2.5111 0.9954
Sep. 0.9040 0.8644 0.7829 0.9704 0.7722 5.7766 2.5491 0.9934
Oct. 0.9091 0.8703 0.7883 0.9688 0.7630 4.1936 2.4870 0.9936
Nov. 0.9046 0.8697 0.7958 0.9673 0.7466 5.0781 2.5306 0.9925
Dec. 0.9196 0.8867 0.8143 0.9728 0.7708 5.5902 2.1257 0.9925

    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