To qualify as a potential swing trade with full position size, individual stocks should trade with a minimum average daily volume of at least 1 million shares. (morpheustrading.com)
It was once commonly thought that you needed a threshold of average daily volume in order to get solid trading execution. (fmdcapital.com)
As of this update, a minimum liquidity filter has also been added, requiring 20,000 shares or greater in average daily volume over the preceding 20 days. (scottsinvestments.com)