In order to enhance efficiency of price discovery function in the market and support investment decision-making, service of securities companies, the KRX publishes the details of quotation information to all the participants on real time basis during quotation receiving hour.
The range of publication of quotation information is following;
-
Continuous auction
- the prices of 10 successive best per bid and offer respectively, including the best bid and offer
- the quantities at such prices
- the total of such quantities per bid and offer respectively
-
Periodic call auction
- the prices of 3 successive best per bid and offer respectively, including the best bid and offer
- the quantities at such prices
- the expected matching price and quantity
During the quotation receiving hours for the determination of opening price(8:30~9:00), such information shall be published after 8:40, when 10 minutes have elapsed from the beginning of the quotation receiving hour.
- example : provision of information on 10 stage offer price per selling/buying
-
example : provision of information on 10 stage offer price per selling/buying
balance of selling |
price |
balance of buying |
3,000 |
11,050 |
|
500 |
11,000 |
|
400 |
10,950 |
|
2,400 |
10,900 |
|
700 |
10,850 |
|
950 |
10,800 |
|
1,000 |
10,750 |
|
900 |
10,700 |
|
2,100 |
10,650 |
|
90 |
10,600 |
|
|
10,550 |
1,040 |
|
10,500 |
3,000 |
|
10,450 |
250 |
|
10,400 |
2,500 |
|
10,350 |
900 |
|
10,300 |
3,040 |
|
10,250 |
300 |
|
10,200 |
3,220 |
|
10,150 |
2,000 |
|
10,100 |
3,750 |
12,040 |
합계 |
20,000 |
주의As of January 2, 2002, abolition was made for publication of quantity for total offer price in continuous auction and expansion was made to 10 stage preferential offer price.
- example : provision of information on offer price like expected agreed price
-
주의As of September 30, 2002, it was enforced that publication of quantity for total offer price in periodic call auction was abolished and publication of expected agreed price was allowed.