Indicators for Market Liquidity (2018-2020)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
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
2019 0.9159 0.8805 0.8044 0.9804 0.7793 4.8365 2.5187 0.9945
Jan. 0.9199 0.8777 0.7921 0.9753 0.7347 4.6965 2.2560 0.9936
Feb. 0.9153 0.8788 0.7997 0.9794 0.7853 5.6416 2.4939 0.9941
Mar. 0.9168 0.8805 0.8007 0.9796 0.7854 4.4988 2.5342 0.9949
Apr. 0.9227 0.8916 0.8210 0.9777 0.7938 4.6949 2.6876 0.9962
May 0.9043 0.8649 0.7805 0.9760 0.7436 5.3019 2.4577 0.9942
Jun. 0.9110 0.8708 0.7895 0.9820 0.7762 4.4528 2.3916 0.9929
Jul. 0.9290 0.8965 0.8259 0.9834 0.8025 4.0333 2.6769 0.9951
Aug. 0.9093 0.8729 0.7943 0.9809 0.7658 4.2205 2.6553 0.9946
Sep. 0.9182 0.8865 0.8181 0.9826 0.7898 4.8625 2.5412 0.9944
Oct. 0.9143 0.8785 0.8009 0.9822 0.7789 5.4229 2.5238 0.9941
Nov. 0.9140 0.8823 0.8133 0.9830 0.7929 5.0726 2.4492 0.9939
Dec. 0.9158 0.8833 0.8145 0.9822 0.8050 5.4164 2.5342 0.9959
2020 0.9214 0.8891 0.8177 0.9711 0.8119 0.6789 0.6701 0.9967
Jan. 0.9237 0.8923 0.8233 0.9826 0.8088 0.7553 0.7052 0.9982
Feb. 0.9218 0.8887 0.8138 0.9793 0.8020 0.7494 0.7119 0.9948
Mar. 0.8922 0.8514 0.7619 0.9619 0.7279 0.7839 0.7583 0.9962
Apr. 0.9239 0.8831 0.7919 0.9684 0.7672 0.6928 0.6784 0.9952
May 0.9100 0.8685 0.7775 0.9654 0.7729 0.6810 0.6623 0.9942
Jun. 0.9132 0.8738 0.7941 0.9686 0.8150 0.6722 0.6568 0.9961
Jul. 0.9166 0.8826 0.8055 0.9638 0.8202 0.6554 0.6478 0.9979
Aug. 0.9216 0.8920 0.8231 0.9670 0.8322 0.6205 0.6219 0.9973
Sep. 0.9285 0.9032 0.8431 0.9698 0.8451 0.6153 0.6357 0.9976
Oct. 0.9316 0.9038 0.8435 0.9747 0.8186 0.6281 0.6380 0.9973
Nov. 0.9354 0.9105 0.8555 0.9793 0.8627 0.6482 0.6464 0.9973
Dec. 0.9386 0.9190 0.8754 0.9768 0.8621 0.6701 0.6862 0.9985

    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