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Multidimensional Liquidity Statistics
Date:2025/09/18 16:51:32 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 | 202510 | 1.9 | 0.01% | 5.4 | 5.4 | 143064 | 102434 | 1.40 |
TX | 202511 | 4.4 | 0.02% | 4.6 | 3.7 | 1194 | 904 | 1.32 |
TX | 202512 | 5.3 | 0.02% | 3.2 | 2.8 | 2010 | 240 | 8.38 |
TX | 202603 | 6.7 | 0.03% | 1.8 | 2.3 | 838 | 144 | 5.82 |
TX | 202606 | 25.2 | 0.10% | 1.0 | 1.1 | 144 | 15 | 9.60 |
TX | 202609 | 67.3 | 0.27% | 1.1 | 1.6 | 44 | 90 | 0.49 |