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Multidimensional Liquidity Statistics
Date:2025/02/06 16:48:24 PM
Contract | Contract Month (week) | Best Bid-Ask Spread | Best Bid-Ask Spread/Mid Price | Best Bid Volume | Best Ask Volume | Open Interest(A) | Average Volume(B) | Liquidity Indicator(A/B) |
---|---|---|---|---|---|---|---|---|
TX | 202502 | 1.8 | 0.01% | 4.0 | 4.1 | 142584 | 191085 | 0.75 |
TX | 202503 | 4.1 | 0.02% | 3.3 | 3.5 | 6136 | 3684 | 1.67 |
TX | 202504 | 4.9 | 0.02% | 2.7 | 2.1 | 434 | 262 | 1.66 |
TX | 202506 | 5.3 | 0.02% | 2.4 | 2.4 | 1034 | 93 | 11.12 |
TX | 202509 | 7.1 | 0.03% | 1.8 | 1.9 | 992 | 76 | 13.05 |
TX | 202512 | 12.9 | 0.06% | 1.3 | 1.6 | 354 | 17 | 20.82 |