信任度或者信任缺失度的另一个指标“对手风险”缓慢回到三月份的峰值，该指标由衍生品买卖者提交的数据制成。
Another measure of trust, or lack of it, the index of the "counterparty" risk that derivatives dealers pose, is creeping back towards its March peak.
结果发现，同用各种买卖价差表示的流动性指标相比，反应交易活动的交易量指标显示出更大的波动性，市场流动性和交易的活跃性显著相关。
We find that the liquidity index of volume are more fluctuant than other liquidity index of spread, the market liquidity is correlated with trading activity significantly.
现阶段全国银行间债券市场主要的交易业务为债券回购和现券买卖，其中现券买卖交易量应当成为衡量银行间债券市场流动性的主要指标。
At present the bond repurchase and trade are the main dealing in the national interbank bond market, among which bond market is regarded as the main index measuring this liquidity.
本文选取的流动性指标包括绝对买卖价差、相对买卖价差、报价深度、金额深度和市场冲击成本指标。
To study the degree of effect of great policy or event on liquidity. This paper adopts bid-ask spread, market depth and market impact cost as the proxies for liquidity.
本文选取的流动性指标包括绝对买卖价差、相对买卖价差、报价深度、金额深度和市场冲击成本指标。
To study the degree of effect of great policy or event on liquidity. This paper adopts bid-ask spread, market depth and market impact cost as the proxies for liquidity.
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