It also exceeded
the average daily volume of March, April and May, which was $ 29.34 m, $ 16.54 m and $ 27.88 m, respectively.
There are a number of ways to look at short data, for example the total number of shares short; but one metric that we find particularly useful is the «days to cover» metric because it considers both the total shares short and
the average daily volume of shares typically traded.
As shown in the chart below,
the average daily volume of all commodity ETFs and ETNs is just 1 / 6th of the average daily volume for the S&P 500 tracking SPY ETF.
The ability for market makers to access the underlying liquidity of the ETF's components, or basket, created a secondary level of liquidity that far exceeded
the average daily volume of the ETF.
Corn futures are among the most widely traded agricultural contracts, with
an average daily volume of several billion dollars.
So if a stock for example has last sale price of $ 0.50, has a highest bid price of $ 0.40 and a lowest offer price of $ 0.60, and
an average daily volume of 10000 share, it is likely to be very illiquid.
If so, consider
the average daily volume of transactions in the parent company's stock.
The ETF is thinly - traded, with
an average daily volume of 14,315 units over the past year.
Each income source must have
an average daily volume of at least 50,000 shares: I only recommend liquid income opportunities and this is the minimum amount I will accept.
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.
Last week, this system carried
an average daily volume of around 1,100 payments, with average daily value around $ 13 billion.
There are a number of ways to look at short data, for example the total number of shares short; but one metric that we find particularly useful is the «days to cover» metric because it considers both the total shares short and
the average daily volume of shares typically traded.
It has
average daily volume of 6 million shares.
Not exact matches
Stocks on this list are US - listed and had an
average daily trading
volume of at least $ 5 million in the six months before they were selected.
Those
volumes are roughly double the
average daily number
of packages the companies haul.
But Cboe said exchange - traded products betting against the VIX account for 5 percent
of average daily volume in VIX futures.
Since banks, mutual funds, hedge funds, pension funds, and other institutions control more than 50 %
of the market's
average daily volume, the direction
of the stock market nearly always follows the institutional money flow.
When it comes to foreign exchange,
average daily trading
volume in April 2016 was $ 4.6 trillion dollars, slightly lower than the $ 4.8 trillion
of April 2015, with
volumes little changed over three years.
Since institutional trading accounts for roughly 80 %
of the stock market's
average daily volume, the price action
of stocks and ETFs is typically driven by the actions
of the «smart money.»
The $ 1.97 billion Market Vectors Junior Gold Miners ETF (NYSEArca: GDXJ) was also caught in the sell - off, tallying losses
of 9.15 percent on
average daily trading
volume that neared 3 million shares.
Average daily traded
volumes across cryptocurrency exchanges fell to $ 9.1 billion in March and to $ 7.4 billion in the first half
of April, compared with almost $ 17 billion in December, according to data compiled by crypto analysis website CryptoCompare.
Average Dollar Volume (not to be confused with Average Daily Trading Volume) is a number that is determined by multiplying the share price of a stock times its average daily trading volume
Average Dollar
Volume (not to be confused with Average Daily Trading Volume) is a number that is determined by multiplying the share price of a stock times its average daily trading volume (
Volume (not to be confused with
Average Daily Trading Volume) is a number that is determined by multiplying the share price of a stock times its average daily trading volume
Average Daily Trading Volume) is a number that is determined by multiplying the share price of a stock times its average daily trading volume (A
Daily Trading
Volume) is a number that is determined by multiplying the share price of a stock times its average daily trading volume (
Volume) is a number that is determined by multiplying the share price
of a stock times its
average daily trading volume
average daily trading volume (A
daily trading
volume (
volume (ADTV).
Average Daily Trading
Volume («ADTV») is a measure
of the number
of shares traded per day,
averaged over a specific period
of time (we use 50 days).
If, for example, a stock has an ADTV
of 500,000 shares, but suddenly trades 2,000,000 shares one day, that means
volume spiked to 4 times (400 %) its
average daily level.
Equity market
volumes in early February hit their highest levels since August 2015 and the quarter's
daily average was the highest since the fourth quarter
of 2016.
Well, there are many ETF investors who still use
average daily volume as one
of the main determining factors for their ETF selection.
Also the FOMC meeting
of 14 - 15 March saw higher than
average daily volume.
The social media giant does loads
of daily volume,
averaging over 60M shares.
RECORD HIGH ETH
VOLUME SO FAR THIS MONTH So far in the month of August (through August 22), the average daily volume for VIX futures during ETH was 24,556 contracts, the highest number when compared to previous full calendar m
VOLUME SO FAR THIS MONTH So far in the month
of August (through August 22), the
average daily volume for VIX futures during ETH was 24,556 contracts, the highest number when compared to previous full calendar m
volume for VIX futures during ETH was 24,556 contracts, the highest number when compared to previous full calendar months.
The table below provides a breakdown
of VIX futures
average daily volume this month during different
daily time periods.
He was allowed to sell tokens less than 1 %
of the
average daily volume on a single exchange presently accounting for 1 - 2 %
of the entire XRP trading
volume.
Worldwide geopolitical tensions could have impacted the fact that
average daily volume for VIX futures during ETH has risen each
of the past 3 months.
It was once commonly thought that you needed a threshold
of average daily volume in order to get solid trading execution.
Despite the fact that the
average daily closing value
of the CBOE Volatility Index ® (VIX ®) is about 11.5 so far this year, VIX futures and options both had record days for
volume and for open interest this month.
Under Nasdaq's proposal, the new rule would apply to companies with an initial market capitalization
of less than $ 700 million, or with a continued market capitalization
of $ 2 billion or less; have an initial
average daily trading
volume of 100,000 shares or less; and have a bid price greater than $ 1.
SpyFu — Provides search
volume, number
of clicks per day and their
average daily cost, the actual number
of advertisers currently bidding on the keyword and the actual AdWord ads that are running (click to enlarge).
Van - Petersen believes that cryptocurrency is the next big revolution in Financial Technology and in the coming 10 years, cryptocurrencies would account for almost 10 %
of Average Daily Volumes (ADV)
of the existing fiat currencies.
Bank
of China estimated in March that
daily volumes in the offshore yuan interbank market were $ 5 billion to $ 8 billion on
average.
Short - term Interest Rates (STIRs)
Average daily volume (ADV) for Liffe's short - term interest rate products (STIRs) as
of September 2007 exceeded 2.5 million contracts.
I see
average daily trading
volume of 784,000 so this ticker is plenty liquid for 99 %
of regular investors.
The overall options activity on Thursday was four times the
average daily volume and 90 percent
of the
volume was in the call options.
He said the State Government took it upon itself to undertake the reconstruction
of the road being one
of the busiest roads in the State with vehicular
volumes averaging 50,000 vehicles
daily, and that its poor state was not acceptable for the status
of the State as the fifth largest economy in Africa and the nation's commercial hub.
In particular, said Ellsworth,
daily reporting
of injection
volumes, and peak and
average injection pressures would be a step in the right direction, as would measurement
of the pre-injection water pressure and tectonic stress.
Research done on the
average American
daily protein
volume required is now set at only 50 grams, Bodybuilders know very well that if any weight training done in the gym or at home is going to be
of any benefit, then
daily protein intake needs to be increased.
There was, however, a good deal
of CPRT options activity yesterday, with an emphasis on calls: A couple
of hours into the trading session, call options
volume in CPRT was more than twice its
daily average, and LiveAction scans also showed it had one
of the highest call / put ratios among actively traded stocks:
Given the wild popularity
of dividends these days, I'm surprised the
daily trading
volume averages only about 13,000, compared with more than 100,000 for Claymore's S&P / TSX Canadian Dividend ETF.
1 million shares is extremely thin compared to Apple's 38 mm share
average daily volume... And remember, this is a person who began this having «never seen a chart like this in my life» and «Is there an equity rule, procedure, or event going on that I'm not aware
of?
Second, Forex is a large trading
volume with a
daily average of $ 1.9 trillion in April 2004 (source: BIS study Triennial Central Bank Survey 2004).
The stocks should also have positive earnings over the past 12 months and should have a market cap
of at least $ 1 billion with an
average daily trading
volume of at least 200,000 shares.
Actively traded securities: Securities that have a current worldwide
average daily trading
volume over 60 consecutive calendar days (ADTV)
of at least $ 1 million and an issuer with common equity securities having a public float value
of at least $ 150 million.