How will the closing price of CAS-eligible stocks be determined?

How will the closing price of CAS-eligible stocks be determined? 

For CAS-eligible stocks, the closing price will be determined through an equilibrium price mechanism based on the maximum executable volume, minimum unmatched quantity, and proximity to the reference price.     

  • Note: Equilibrium Price Mechanism means the exchange finds a single price at which the maximum number of buy and sell orders can be matched during the auction.
  • Simple example: Instead of simply calculating the average traded price during the last 30 minutes, buy and sell orders will be brought together in the closing auction to discover the closing price. 


Understand CAS Price Calculation → 
Learn how the equilibrium price is determined based on executable volume, unmatched quantity, and proximity to the reference price. 


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