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Multidimensional Liquidity Statistics
Date:2025/07/17 16:49:44 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 | 202508 | 1.8 | 0.01% | 5.1 | 5.2 | 203844 | 108630 | 1.88 |
TX | 202509 | 4.1 | 0.02% | 3.1 | 3.0 | 4244 | 734 | 5.78 |
TX | 202510 | 8.5 | 0.04% | 2.0 | 1.8 | 48 | 52 | 0.92 |
TX | 202512 | 7.1 | 0.03% | 1.7 | 1.6 | 1674 | 104 | 16.10 |
TX | 202603 | 10.7 | 0.05% | 1.6 | 1.1 | 394 | 28 | 14.07 |
TX | 202606 | 43.6 | 0.19% | 1.1 | 1.1 | 78 | 12 | 6.50 |