The empirical research shows that : intraday liquidity increases with the time ; depth index is more valuable than width index ; liquidity is positively correlated with the value of stock price 研究结果表明，中国证券市场日内流动性逐时增加；市场深度指标较之市场宽度指标更有价值；流动性与股价绝对值成正比关系。
