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Securities Liquidity Classification

The Saudi Exchange classifies securities listed on the Main Market and Nomu – Parallel Market into liquidity groups to provide a clear and consistent framework for assessing market liquidity. Liquidity classifications are determined using each security’s average Relative Time Weighted Average Spread (RTWAS) over the preceding six months. The classifications are reviewed and published semi-annually and take effect from the first trading day of January and July. Securities are assigned to one of five liquidity groups based on RTWAS.

Liquidity Groups:

Liquidity Group Average RTWAS
A ≤ 0.20%
B ≤ 0.30%
C ≤ 0.40%
D ≤ 0.50%
E > 0.50%

For the current list of securities and their liquidity classifications, please visit Securities Liquidity Groups.