Indicators for Market Liquidity (2022-2024)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
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
2023 0.9317 0.8955 0.8268 0.9777 0.8721 0.5763 0.5775 0.9982
Jan. 0.9326 0.8874 0.8089 0.9830 0.8354 0.5935 0.5801 0.9958
Feb. 0.9382 0.9007 0.8277 0.9812 0.8760 0.5850 0.5842 0.9985
Mar. 0.9382 0.9024 0.8289 0.9805 0.8917 0.5772 0.5722 0.9990
Apr. 0.9344 0.8976 0.8236 0.9762 0.8876 0.5739 0.5707 0.9988
May 0.9328 0.8982 0.8309 0.9792 0.8830 0.5884 0.5880 0.9984
Jun. 0.9355 0.9045 0.8473 0.9808 0.8956 0.5993 0.6011 0.9987
Jul. 0.9299 0.9006 0.8403 0.9692 0.8828 0.6106 0.6141 0.9989
Aug. 0.9305 0.8976 0.8326 0.9727 0.8567 0.5497 0.5651 0.9979
Sep. 0.9310 0.8925 0.8180 0.9783 0.8625 0.5609 0.5633 0.9976
Oct. 0.9312 0.8933 0.8202 0.9768 0.8423 0.5700 0.5659 0.9972
Nov. 0.9211 0.8790 0.8076 0.9783 0.8708 0.5567 0.5622 0.9980
Dec. 0.9271 0.8908 0.8277 0.9783 0.8671 0.5578 0.5631 0.9985
2024 0.9226 0.8843 0.8177 0.9742 0.8499 0.4833 0.4743 0.9983
Jan. 0.9405 0.9062 0.8424 0.9824 0.8683 0.5528 0.5583 0.9973
Feb. 0.9312 0.8958 0.8281 0.9778 0.8883 0.5726 0.5669 0.9995
Mar. 0.9311 0.8978 0.8369 0.9766 0.8811 0.5650 0.5739 0.9987
Apr. 0.9303 0.8991 0.8386 0.9721 0.8700 0.5705 0.5849 0.9984
May 0.9236 0.8898 0.8334 0.9734 0.8758 0.5372 0.5390 0.9987
Jun. 0.9228 0.8876 0.8277 0.9730 0.8814 0.4752 0.4445 0.9986
Jul. 0.9217 0.8874 0.8264 0.9688 0.8631 0.4759 0.4270 0.9986
Aug. 0.9200 0.8834 0.8148 0.9732 0.8251 0.4457 0.4020 0.9991
Sep. 0.9136 0.8695 0.7919 0.9735 0.8155 0.4383 0.4091 0.9981
Oct. 0.9222 0.8799 0.8067 0.9739 0.8203 0.3946 0.3750 0.9977
Nov. 0.9108 0.8650 0.7935 0.9754 0.8165 0.4097 0.4205 0.9984
Dec. 0.9060 0.8538 0.7742 0.9714 0.8020 0.3765 0.3988 0.9971

    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