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Multidimensional Liquidity Statistics
Date:2025/06/20 16:27:52 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 | 202507 | 18.4 | 0.09% | 133.5 | 1.3 | 52658 | 10147 | 5.19 |
TX | 202508 | 92.7 | 0.43% | 1.0 | 9.9 | 972 | 882 | 1.10 |
TX | 202509 | NA | NA | NA | NA | 3298 | 96 | 34.35 |
TX | 202512 | NA | NA | NA | NA | 1210 | 59 | 20.51 |
TX | 202603 | NA | NA | NA | NA | 710 | 49 | 14.49 |
TX | 202606 | 2,472.0 | 11.04% | 10.0 | 100.0 | 28 | 52 | 0.54 |