The cheapest airline flying to Shenzhen is Air China. They are 71% cheaper than Singapore Airlines. (Average prices, based on 206 datapoints.)
At Shenzhen the most flights depart around 11:00. (Hourly flights, based on 340 datapoints.)
From Shenzhen it is on average the cheapest to fly to Kuala Lumpur and to Singapore. (Average prices, based on 134 datapoints.)
From Shenzhen most of the flights depart to Shanghai, second best connected from Shenzhen is Bangkok. (Daily flights, based on 80 datapoints.)