Indicators for Market Liquidity (2020-2022)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
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
2021 0.9318 0.9092 0.8610 0.9697 0.8354 0.6537 0.6561 0.9975
Jan. 0.9330 0.9092 0.8555 0.9695 0.8442 0.6723 0.6703 0.9982
Feb. 0.9390 0.9160 0.8666 0.9793 0.8629 0.6722 0.6796 0.9979
Mar. 0.9361 0.9120 0.8626 0.9786 0.8688 0.6401 0.6487 0.9983
Apr. 0.9341 0.9170 0.8785 0.9666 0.8855 0.6792 0.6967 0.9997
May 0.9161 0.9002 0.8622 0.9498 0.8034 0.6945 0.7015 0.9985
Jun. 0.9294 0.9104 0.8716 0.9660 0.8265 0.6642 0.6636 0.9969
Jul. 0.9246 0.9049 0.8597 0.9559 0.8379 0.6815 0.6689 0.9979
Aug. 0.9360 0.9129 0.8626 0.9725 0.8033 0.6480 0.6464 0.9966
Sep. 0.9362 0.9097 0.8550 0.9760 0.7867 0.6287 0.6288 0.9960
Oct. 0.9304 0.9022 0.8426 0.9706 0.8058 0.6391 0.6327 0.9965
Nov. 0.9362 0.9132 0.8656 0.9761 0.8512 0.6417 0.6462 0.9972
Dec. 0.9333 0.9057 0.8521 0.9789 0.8587 0.5947 0.6041 0.9969
2022 0.9261 0.8886 0.8163 0.9782 0.8176 0.6069 0.6123 0.9973
Jan. 0.9405 0.9119 0.8520 0.9787 0.8500 0.6090 0.6114 0.9971
Feb. 0.9414 0.9147 0.8618 0.9838 0.8411 0.6173 0.6255 0.9975
Mar. 0.9349 0.9041 0.8450 0.9829 0.8351 0.6077 0.6104 0.9972
Apr. 0.9330 0.9000 0.8373 0.9802 0.8068 0.5993 0.6190 0.9971
May 0.9202 0.8847 0.8163 0.9814 0.8146 0.6089 0.6211 0.9966
Jun. 0.9173 0.8745 0.7958 0.9781 0.8037 0.6166 0.6206 0.9972
Jul. 0.9224 0.8827 0.8026 0.9742 0.7898 0.6245 0.6266 0.9979
Aug. 0.9346 0.8979 0.8218 0.9793 0.8475 0.5946 0.5985 0.9979
Sep. 0.9202 0.8775 0.7942 0.9765 0.8118 0.5894 0.5987 0.9978
Oct. 0.9215 0.8785 0.7932 0.9733 0.7701 0.6131 0.6109 0.9972
Nov. 0.9240 0.8853 0.8118 0.9781 0.8330 0.6112 0.6092 0.9971
Dec. 0.9093 0.8621 0.7808 0.9731 0.8120 0.5961 0.6024 0.9973

    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