Market Activities
Market Performance
- Monthly-average and Yearly-high-low of TAIEX (2008-2017)
- Monthly-average and Yearly-high-low of FTSE TWSE Taiwan 50 Index (2008-2017)
- Daily TAIEX in 2017
- Daily FTSE TWSE Taiwan 50 Index in 2017
- TAIEX Year-End Performance (2008-2017)
- TAIEX and Stock Trading Volume in 2017
- Market PER and Dividend Yield (2008-2017)
- PER, Dividend Yield and PBR by Industry Year-end 2017
- Monthly Average Market Spread of Constituents of FTSE TWSE Taiwan 50 Index in 2017
- Indicators for Market Liquidity (2015-2017)
Indicators for Market Liquidity (2015-2017)
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 | ||||
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 |
2017 | 0.9173 | 0.8885 | 0.8234 | 0.9739 | 0.7900 | 5.0933 | 2.5988 | 0.9946 |
Jan. | 0.9292 | 0.9007 | 0.8367 | 0.9754 | 0.7855 | 6.2006 | 2.1349 | 0.9926 |
Feb. | 0.9159 | 0.8914 | 0.8333 | 0.9713 | 0.7987 | 5.0405 | 2.6486 | 0.9954 |
Mar. | 0.9182 | 0.8903 | 0.8259 | 0.9757 | 0.7973 | 4.7484 | 2.7628 | 0.9958 |
Apr. | 0.9188 | 0.8872 | 0.8175 | 0.9716 | 0.7688 | 6.0362 | 2.5620 | 0.9945 |
May | 0.9163 | 0.8836 | 0.8109 | 0.9749 | 0.7697 | 4.4567 | 2.3297 | 0.9936 |
Jun. | 0.9259 | 0.8967 | 0.8333 | 0.9793 | 0.7963 | 4.7058 | 2.5515 | 0.9948 |
Jul. | 0.9282 | 0.9011 | 0.8402 | 0.9802 | 0.8056 | 5.2814 | 2.4956 | 0.9947 |
Aug. | 0.9186 | 0.8921 | 0.8302 | 0.9742 | 0.7993 | 4.2602 | 2.7518 | 0.9951 |
Sep. | 0.9071 | 0.8789 | 0.8150 | 0.9670 | 0.7943 | 5.5034 | 2.6678 | 0.9954 |
Oct. | 0.9096 | 0.8774 | 0.8062 | 0.9712 | 0.7935 | 4.8634 | 2.5499 | 0.9944 |
Nov. | 0.9125 | 0.8859 | 0.8250 | 0.9736 | 0.7945 | 5.4662 | 2.8258 | 0.9945 |
Dec. | 0.9087 | 0.8775 | 0.8070 | 0.9712 | 0.7700 | 5.0070 | 2.7388 | 0.9935 |
- 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