Spread estimated from daily high-low

How does a spread proxy estimated from daily data alone change?

Volume and liquidity VOL-043 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.

Download CSV Sample JSON Specification JSON Sample as of

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

Latest value
106 bp
Period average
70 bp
Period high
206 bp
Period low
-70 bp

Spread estimated from daily high-low

Spread proxy (bp) (Line)

Relative to historical baseline (x)

Relative to historical baseline (x) (Bar)

Event detail and data date

Spread proxy (bp) and Relative to historical baseline (x) (Table)

Sample data rows

Trading day/observation periodSpread proxy (bp)Relative to historical baseline (x)Data date (sample)
2025-10-16 36 1.54 2025-10-16
2025-11-03 -70 1.22 2025-11-03
2025-11-17 157 0.9 2025-11-17
2025-12-03 96 0.83 2025-12-03
2025-12-19 19 1.92 2025-12-19
2026-01-02 142 0.78 2026-01-02
2026-01-20 113 0.96 2026-01-20
2026-02-05 74 0.96 2026-02-05
2026-02-23 154 0.46 2026-02-23
2026-03-09 91 0.88 2026-03-09
2026-03-25 81 1.41 2026-03-25
2026-04-10 142 1.69 2026-04-10
2026-04-24 64 0.9 2026-04-24
2026-05-12 145 0.76 2026-05-12
2026-05-28 120 0.46 2026-05-28
2026-06-11 105 0.34 2026-06-11
2026-06-29 -32 1.22 2026-06-29
2026-07-15 9 0.6 2026-07-15
2026-07-31 18 0.75 2026-07-31
2026-08-14 131 0.33 2026-08-14
2026-09-01 39 0.62 2026-09-01
2026-09-17 125 0.59 2026-09-17
2026-10-01 131 0.75 2026-10-01
2026-10-16 106 1.53 2026-10-16