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:2026/06/30 16:27:46 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 | 202607 | 1,675.4 | 3.56% | 2.7 | 44.7 | 117082 | 19840 | 5.90 |
| TX | 202608 | 2,160.0 | 4.58% | 4.9 | 5.7 | 6480 | 2344 | 2.76 |
| TX | 202609 | 2,617.3 | 5.56% | 3.0 | 1.0 | 2234 | 1360 | 1.64 |
| TX | 202612 | 798.9 | 1.67% | 294.1 | 364.8 | 15078 | 4452 | 3.39 |
| TX | 202703 | 2,221.5 | 4.70% | 3.5 | 34.3 | 1168 | 584 | 2.00 |
| TX | 202706 | NA | NA | NA | NA | 0 | 394 | 0.00 |
