The real-liquidity page aggregates every executed trade across all EGX stocks during the session, classifying each one as buy or sell by which side initiated it. The result is a measured, real number: how much buy liquidity entered a stock and how much sell liquidity left it, the net, and the total turnover — live. How does buy liquidity on COMI compare to HRHO? Which stocks see the strongest flow? These are actual session numbers, not a guess or a forecast.
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Every executed trade in the session is counted — not a sample or an approximation.
Not just a single net — you see buy liquidity and sell liquidity as distinct values.
The most reliable number — the total money actually traded on the stock that day.
Select any past date and see the real liquidity on that day.
Stocks sorted from strongest to weakest flow — a quick read of what's moving.
Initiator classification from the exchange's own data — we show you exactly how it's computed.
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No. Every trade has a matched buyer and seller paying exactly equal amounts — the accounting net of money "entering" or "leaving" a single stock is always zero. What we measure is "trading pressure" derived from minute-by-minute price direction, not actual cash flow. For real investor-category flows (foreign vs Egyptian, institutional vs retail) see the Trading Summary page.
Yes, and it's meaningful. It means every notable minute for that stock during the session had rising price (chg_per >= 0). All moments of notable activity were up-direction — no minute registered strong enough sell pressure to cross the detector's threshold. It does NOT mean nobody sold the stock; it means sell-side pressure never dominated a minute enough to become notable.
Trading Pressure (/egx-trading-flow) is a live per-stock proxy based on price movement during the session. Trading Summary (/trading-summary) displays EGX's official daily investor-flow breakdown by category (foreigners / Arabs / Egyptians × individuals / institutions) — this is a real ownership-transfer measurement, but market-wide rather than per-stock.
The methodology (Lee-Ready algorithm, 1991) agrees with actual order-flow imbalance ~75-85% of the time in liquid markets per academic studies. Bloomberg Terminal and Refinitiv Eikon use the same approach (with more granular tick-level data). This proxy is the strongest measurement possible from EGX's public data.
For the full methodology and caveats, see the methodology section.