Amihud illiquidity

Do prices move disproportionately for the same turnover?

Volume and liquidity VOL-028 Line Sample

Sample data. Every number, symbol and holding on these pages is generated sample data dated 2026-10-16, used only to illustrate layout and method for educational and informational purposes. It is not market data, backtest output or a forecast, and the analytics described in the specifications are not running.

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0700.HK Tencent Holdings | Hang Seng Index | 2025-10-16 – 2026-10-16 | HKD

Latest value
1,059 million
Change over period
-78.83 %
Period high
13,403 million
Period low
96 million

Amihud illiquidity

Amihud (% / million currency units) (Line)

Relative to historical baseline (x)

Relative to historical baseline (x) (Bar)

Event detail and data date

Amihud (% / million currency units) and Relative to historical baseline (x) (Table)

Sample data rows

Trading day/observation periodAmihud (% / million currency units)Relative to historical baseline (x)Data date (sample)
2025-10-16 5002 1.54 2025-10-16
2025-11-03 8374 1.22 2025-11-03
2025-11-17 702 0.9 2025-11-17
2025-12-03 410 0.83 2025-12-03
2025-12-19 2749 1.92 2025-12-19
2026-01-02 619 0.78 2026-01-02
2026-01-20 887 0.96 2026-01-20
2026-02-05 3515 0.96 2026-02-05
2026-02-23 96 0.46 2026-02-23
2026-03-09 2315 0.88 2026-03-09
2026-03-25 291 1.41 2026-03-25
2026-04-10 608 1.69 2026-04-10
2026-04-24 228 0.9 2026-04-24
2026-05-12 535 0.76 2026-05-12
2026-05-28 2152 0.46 2026-05-28
2026-06-11 1345 0.34 2026-06-11
2026-06-29 1050 1.22 2026-06-29
2026-07-15 1299 0.6 2026-07-15
2026-07-31 545 0.75 2026-07-31
2026-08-14 195 0.33 2026-08-14
2026-09-01 606 0.62 2026-09-01
2026-09-17 2026 0.59 2026-09-17
2026-10-01 1714 0.75 2026-10-01
2026-10-16 1059 1.53 2026-10-16