{
  "schema_version": "liquidity_followup_audit.v1",
  "sample_dates": [
    "20230214",
    "20230310",
    "20241015",
    "20241128",
    "20250117",
    "20260417"
  ],
  "selection": "Targeted dates selected from the prior full reconciliation for low total ratios or high daily-only counts; not a random sample.",
  "method": {
    "daily_amount_to_cny": "daily.amount * 1000",
    "minute_amount_unit": "CNY",
    "key": "trade date × security; exchange from canonical suffix",
    "security_identifiers_published": false
  },
  "observed_rows": {
    "daily_rows": 31761,
    "daily_zero_turnover_rows": 0,
    "daily_zero_turnover_row_rate": 0.0
  },
  "universe_denominator": {
    "status": "unavailable",
    "zero_turnover_rate": null,
    "reason": "A complete point-in-time listed-security universe is not supplied to this audit. Zero counts cover returned daily rows only."
  },
  "dates": [
    {
      "date": "20230214",
      "daily_rows": 5078,
      "minute_rows": 1223557,
      "daily_zero_turnover_rows": 0,
      "daily_only": 1,
      "exchanges": [
        {
          "exchange": "BJ",
          "daily_rows": 169,
          "minute_securities": 169,
          "matched": 169,
          "daily_only": 0,
          "daily_only_suspended": 0,
          "daily_only_amount_share": 0.0,
          "matched_rel_diff_over_1pct": 7,
          "matched_rel_diff_over_1pct_share": 0.04142011834319527,
          "median_matched_relative_difference": 2.894499883670975e-07,
          "p90_matched_relative_difference": 3.3445468626497546e-06
        },
        {
          "exchange": "SH",
          "daily_rows": 2172,
          "minute_securities": 2172,
          "matched": 2172,
          "daily_only": 0,
          "daily_only_suspended": 0,
          "daily_only_amount_share": 0.0,
          "matched_rel_diff_over_1pct": 0,
          "matched_rel_diff_over_1pct_share": 0.0,
          "median_matched_relative_difference": 0.0,
          "p90_matched_relative_difference": 0.0
        },
        {
          "exchange": "SZ",
          "daily_rows": 2737,
          "minute_securities": 2736,
          "matched": 2736,
          "daily_only": 1,
          "daily_only_suspended": 0,
          "daily_only_amount_share": 0.014402909979677601,
          "matched_rel_diff_over_1pct": 0,
          "matched_rel_diff_over_1pct_share": 0.0,
          "median_matched_relative_difference": 2.177618087244307e-09,
          "p90_matched_relative_difference": 9.532637534134014e-09
        }
      ]
    },
    {
      "date": "20230310",
      "daily_rows": 5104,
      "minute_rows": 1229823,
      "daily_zero_turnover_rows": 0,
      "daily_only": 1,
      "exchanges": [
        {
          "exchange": "BJ",
          "daily_rows": 177,
          "minute_securities": 177,
          "matched": 177,
          "daily_only": 0,
          "daily_only_suspended": 0,
          "daily_only_amount_share": 0.0,
          "matched_rel_diff_over_1pct": 5,
          "matched_rel_diff_over_1pct_share": 0.02824858757062147,
          "median_matched_relative_difference": 3.9125401515557964e-07,
          "p90_matched_relative_difference": 3.173482649035268e-06
        },
        {
          "exchange": "SH",
          "daily_rows": 2179,
          "minute_securities": 2179,
          "matched": 2179,
          "daily_only": 0,
          "daily_only_suspended": 0,
          "daily_only_amount_share": 0.0,
          "matched_rel_diff_over_1pct": 0,
          "matched_rel_diff_over_1pct_share": 0.0,
          "median_matched_relative_difference": 0.0,
          "p90_matched_relative_difference": 0.0
        },
        {
          "exchange": "SZ",
          "daily_rows": 2748,
          "minute_securities": 2747,
          "matched": 2747,
          "daily_only": 1,
          "daily_only_suspended": 0,
          "daily_only_amount_share": 0.011351267453760888,
          "matched_rel_diff_over_1pct": 0,
          "matched_rel_diff_over_1pct_share": 0.0,
          "median_matched_relative_difference": 1.791480907590129e-09,
          "p90_matched_relative_difference": 8.99213059237313e-09
        }
      ]
    },
    {
      "date": "20241015",
      "daily_rows": 5346,
      "minute_rows": 1288145,
      "daily_zero_turnover_rows": 0,
      "daily_only": 1,
      "exchanges": [
        {
          "exchange": "BJ",
          "daily_rows": 254,
          "minute_securities": 254,
          "matched": 254,
          "daily_only": 0,
          "daily_only_suspended": 0,
          "daily_only_amount_share": 0.0,
          "matched_rel_diff_over_1pct": 107,
          "matched_rel_diff_over_1pct_share": 0.421259842519685,
          "median_matched_relative_difference": 0.008759541753462868,
          "p90_matched_relative_difference": 0.019638605603384006
        },
        {
          "exchange": "SH",
          "daily_rows": 2261,
          "minute_securities": 2261,
          "matched": 2261,
          "daily_only": 0,
          "daily_only_suspended": 0,
          "daily_only_amount_share": 0.0,
          "matched_rel_diff_over_1pct": 0,
          "matched_rel_diff_over_1pct_share": 0.0,
          "median_matched_relative_difference": 0.0,
          "p90_matched_relative_difference": 1.1207683119382291e-16
        },
        {
          "exchange": "SZ",
          "daily_rows": 2831,
          "minute_securities": 2830,
          "matched": 2830,
          "daily_only": 1,
          "daily_only_suspended": 0,
          "daily_only_amount_share": 0.006457453433550325,
          "matched_rel_diff_over_1pct": 0,
          "matched_rel_diff_over_1pct_share": 0.0,
          "median_matched_relative_difference": 1.581626065415482e-09,
          "p90_matched_relative_difference": 7.416560172408581e-09
        }
      ]
    },
    {
      "date": "20241128",
      "daily_rows": 5358,
      "minute_rows": 1229100,
      "daily_zero_turnover_rows": 0,
      "daily_only": 258,
      "exchanges": [
        {
          "exchange": "BJ",
          "daily_rows": 257,
          "minute_securities": 0,
          "matched": 0,
          "daily_only": 257,
          "daily_only_suspended": 0,
          "daily_only_amount_share": 1.0,
          "matched_rel_diff_over_1pct": 0,
          "matched_rel_diff_over_1pct_share": null,
          "median_matched_relative_difference": null,
          "p90_matched_relative_difference": null
        },
        {
          "exchange": "SH",
          "daily_rows": 2263,
          "minute_securities": 2263,
          "matched": 2263,
          "daily_only": 0,
          "daily_only_suspended": 0,
          "daily_only_amount_share": 0.0,
          "matched_rel_diff_over_1pct": 0,
          "matched_rel_diff_over_1pct_share": 0.0,
          "median_matched_relative_difference": 0.0,
          "p90_matched_relative_difference": 1.1360408670481587e-16
        },
        {
          "exchange": "SZ",
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          "minute_securities": 2837,
          "matched": 2837,
          "daily_only": 1,
          "daily_only_suspended": 0,
          "daily_only_amount_share": 0.001040895230958884,
          "matched_rel_diff_over_1pct": 0,
          "matched_rel_diff_over_1pct_share": 0.0,
          "median_matched_relative_difference": 1.490937188661879e-09,
          "p90_matched_relative_difference": 6.321683596947911e-09
        }
      ]
    },
    {
      "date": "20250117",
      "daily_rows": 5378,
      "minute_rows": 1295857,
      "daily_zero_turnover_rows": 0,
      "daily_only": 1,
      "exchanges": [
        {
          "exchange": "BJ",
          "daily_rows": 263,
          "minute_securities": 263,
          "matched": 263,
          "daily_only": 0,
          "daily_only_suspended": 0,
          "daily_only_amount_share": 0.0,
          "matched_rel_diff_over_1pct": 214,
          "matched_rel_diff_over_1pct_share": 0.8136882129277566,
          "median_matched_relative_difference": 0.016107460790135857,
          "p90_matched_relative_difference": 0.029602063684077536
        },
        {
          "exchange": "SH",
          "daily_rows": 2269,
          "minute_securities": 2269,
          "matched": 2269,
          "daily_only": 0,
          "daily_only_suspended": 0,
          "daily_only_amount_share": 0.0,
          "matched_rel_diff_over_1pct": 0,
          "matched_rel_diff_over_1pct_share": 0.0,
          "median_matched_relative_difference": 0.0,
          "p90_matched_relative_difference": 7.294208323969632e-11
        },
        {
          "exchange": "SZ",
          "daily_rows": 2846,
          "minute_securities": 2845,
          "matched": 2845,
          "daily_only": 1,
          "daily_only_suspended": 0,
          "daily_only_amount_share": 0.001884898592966598,
          "matched_rel_diff_over_1pct": 0,
          "matched_rel_diff_over_1pct_share": 0.0,
          "median_matched_relative_difference": 1.2590807218596896e-09,
          "p90_matched_relative_difference": 8.26758515589175e-09
        }
      ]
    },
    {
      "date": "20260417",
      "daily_rows": 5497,
      "minute_rows": 1324777,
      "daily_zero_turnover_rows": 0,
      "daily_only": 0,
      "exchanges": [
        {
          "exchange": "BJ",
          "daily_rows": 307,
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          "daily_only": 0,
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          "matched_rel_diff_over_1pct": 256,
          "matched_rel_diff_over_1pct_share": 0.8338762214983714,
          "median_matched_relative_difference": 0.015699967919684817,
          "p90_matched_relative_difference": 0.028716613504958317
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        {
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          "median_matched_relative_difference": 0.0,
          "p90_matched_relative_difference": 2.1943367028803826e-09
        },
        {
          "exchange": "SZ",
          "daily_rows": 2885,
          "minute_securities": 2885,
          "matched": 2885,
          "daily_only": 0,
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          "daily_only_amount_share": 0.0,
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          "median_matched_relative_difference": 1.3065156156665696e-09,
          "p90_matched_relative_difference": 5.841372070928852e-09
        }
      ]
    }
  ]
}