Market Data
- Daily Market Report
- Futures
- Daily Market Report
- Historical Data Download
- Time & Sales Data for Previous 30 Trading Days
- Daily Volume Report on Calendar Spread Orders for Previous 30 Trading Days
- Time & Sales Data on Calendar Spread Orders for Previous 30 Trading Days
- Liquidity Indicator
- Liquidity Indicator Sorted Page
- Multidimensional Liquidity Statistics
- Options
- Flexible Trading
- Block Trade
- FCM Daily Trading Report
- FCM Daily Trading Report-Flexible Trading
- Futures
- Market Data of Major Institutional Traders
- Data Download
- Trading Information
- Futures
- Options
- Flexible Futures
- Open Interest of FLEX
- Block Trade
- Market Data of Major Institutional Traders
- General Table -By the Date
- General Table -By the Week
- Divided by Futures and Options- By the Date
- Divided by Futures and Options- By the Week
- Details of Futures Contracts - By the Date
- Details of Futures Contracts - By the Week
- Details of Options Contracts - By the Date
- Details of Options Contracts - By the Week
- Details of Calls and Puts - By the Date
- Details of Calls and Puts - By the Week
- Open Interest of Large Traders
- Daily Foreign Exchange Rates
- Clearing Information
- Statistics
- Trading Information
Market Data
Multidimensional Liquidity Statistics
Date:2026/05/20 16:54:40 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 | 202605 | 5.9 | 0.01% | 3.9 | 3.4 | NA | NA | NA |
| TX | 202606 | 5.5 | 0.01% | 2.5 | 2.7 | 160422 | 70149 | 2.29 |
| TX | 202607 | 11.9 | 0.03% | 1.5 | 1.7 | 2192 | 587 | 3.73 |
| TX | 202609 | 16.9 | 0.04% | 1.8 | 1.9 | 1322 | 126 | 10.49 |
| TX | 202612 | 49.4 | 0.12% | 1.7 | 1.8 | 550 | 50 | 11.00 |
| TX | 202703 | 252.7 | 0.61% | 1.1 | 1.8 | 260 | 59 | 4.41 |
