There are 2 levels of Price Band.
The upper and lower price band set for securities traded on SET are as below
Securities type | Ceiling & Floor | |
First day of Trading* | Other Trading days | |
- Shares |
|
|
- Securities Held by Foreign Nationals |
|
|
- Transferable Subscription Rights |
|
|
- Derivative Warrants: Foreign underlying asset |
|
|
*The ceiling and floor prices band criteria will be valid until trading of the securities occur. The Exchange may change the ceiling or floor price of Securities in any of the following events
Dynamic price band will limit price movements based on the current trading price.
Subject | Detail |
Rate |
|
Reference price |
|
Securities coverage | The following securities trading at the price higher or equal to 1 baht.
|
Applied Session |
|
The Mechanism
Example
Example 1: Dynamic Price Band (DPB) behavior
Example 2 : Triggering Two-minute Pre-open
The Exchange may change the dynamic price band detail in any of the following events
Effective from 2 September 2024
Minimum price movements, as prescribed by the SET for securities trading, vary according to each market price level as follows
Market Price Level (THB) | Tick sizes (THB) (effective since March 30, 2009) |
Less than 2 | 0.01 |
2 up to less than 5 | 0.02 |
5 up to less than 10 | 0.05 |
10 up to less than 25 | 0.10 |
25 up to less than 100 | 0.25 |
100 up to less than 200 | 0.50 |
200 up to less than 400 | 1.00 |
400 up | 2.00 |
The above Tick sizess do not apply to trading of unit trusts and ETFs, whose Tick sizes is THB 0.01