Indicators for Market Liquidity (2016-2018)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
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
2018 0.9045 0.8686 0.7919 0.9699 0.7483 5.2225 2.6188 0.9941
Jan. 0.9246 0.8981 0.8399 0.9776 0.7999 5.2681 2.8208 0.9967
Feb. 0.9012 0.8650 0.7877 0.9720 0.7513 4.8839 2.5678 0.9957
Mar. 0.9040 0.8690 0.7965 0.9705 0.7838 4.9255 2.6488 0.9959
Apr. 0.9010 0.8667 0.7918 0.9636 0.7683 6.0237 2.7492 0.9951
May 0.8935 0.8620 0.7936 0.9660 0.7683 5.1984 2.8228 0.9944
Jun. 0.8936 0.8613 0.7926 0.9649 0.7710 5.8005 2.8405 0.9950
Jul. 0.9096 0.8758 0.8013 0.9717 0.7484 4.9299 2.5683 0.9937
Aug. 0.9164 0.8814 0.8045 0.9748 0.7685 5.1294 2.6306 0.9934
Sep. 0.9076 0.8699 0.7886 0.9710 0.7304 4.8177 2.5795 0.9937
Oct. 0.9023 0.8600 0.7707 0.9676 0.6862 5.7523 2.3913 0.9948
Nov. 0.8999 0.8590 0.7721 0.9712 0.6987 4.9870 2.4560 0.9903
Dec. 0.8970 0.8512 0.7591 0.9666 0.7048 4.9647 2.3532 0.9915

    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