Sentences with phrase «daily average trading volume»

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.

But Cboe said exchange - traded products betting against the VIX account for 5 percent of average daily volume in VIX futures.

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.

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 (ADaily Trading Volume) is a number that is determined by multiplying the share price of a stock times its average daily trading volume 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 (Adaily trading volume 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).

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.

Note that our requirement for 1 million shares per day is only for individual stocks; we have a much lower requirement for ETFs, as high average daily volume is largely irrelevant when trading ETFs.

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.

The fund trades 90.57 M in daily average volume.

The average bid / ask spread was 29 cents (per $ 100 par value) for both investment - grade and high - yield bonds, and the average daily trading volume was $ 2.2 million ($ 2.5 million) for investment - grade (high - yield) corporate bonds.

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.

It was once commonly thought that you needed a threshold of average daily volume in order to get solid trading execution.

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.

~ Actual average daily trading volume.

In order to demonstrate commitment to increased transparency within the financial industry, the Saxo Group has taken the initiative to publicise on a monthly basis key figures related to its activity, namely retail assets under management as well as daily average and monthly trading volumes.

The market capitulated on January 16 as volume spiked to 5,145.5 bitcoins when the average daily trading volume was less than 2,000 bitcoins.

I see average daily trading volume of 784,000 so this ticker is plenty liquid for 99 % of regular investors.

Average daily volume leapt from 911 contracts the first trading day to more than 20,000 the following year.

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.

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.

To ensure liquidity, all stocks in the index must also be among the top third in average daily trading volume.

The bid - ask spread depends on two main factors: the number of outstanding shares and the average daily trading volume.

If, for instance, you see high average daily volume in a stock what is your real liquidity if the volume is the result of a nano second of high speed trading?.

This explains why the shares in this small company are so thinly traded with daily average volumes of just 2,600 per day.

Short interest on Medico is therefore 20 %, and with daily trading volume averaging 1 million shares, the SIR is 5.

On average, more than six percent of the daily global volume of exchange - traded equity options and equity futures is now traded across the Timber Hill / IB network.

Short interest refers to the total number of shares sold short as a percentage of total shares outstanding, while short interest ratio (SIR) is the total number of shares sold short divided by the stock's average daily trading volume.

The forex market is the largest, most liquid market in the world with an average daily trading volume exceeding $ 5 trillion.

Empirical evidence supports a linear model as a reasonable approximation for price in index rebalancing trades when trade size is less than average daily volume.

A recent surge in trading volume will be present where 5 - day average daily volume is greater than 10 - day average daily volume.

The final daily settlement price is determined by a volume - weighted average price (VWAP) of all trades executed in the full - sized, floor - traded (the Big) futures contract and the E-mini futures contract for the designated lead month contract between 15:14:30 and 15:15:00 CT..

The ETF is thinly - traded, with an average daily volume of 14,315 units over the past year.

While there is no one - size - fits - all rule, in general, exchange - traded funds with about 500,000 shares of average daily trading volume are liquid enough for retail investors to buy and sell without «moving the market,» so to speak.

Short interest (representing over 5 % of s / o and over 10x average daily trading volume) may come under pressure as asset sales are announced.

At Investopedia - Average Daily Trading Volume - ADTV it says: If trading volume isn't very high, the security will tend to be less expensive because people are not as willing to Trading Volume - ADTV it says: If trading volume isn't very high, the security will tend to be less expensive because people are not as willing to bVolume - ADTV it says: If trading volume isn't very high, the security will tend to be less expensive because people are not as willing to trading volume isn't very high, the security will tend to be less expensive because people are not as willing to bvolume isn't very high, the security will tend to be less expensive because people are not as willing to buy it.

The stock's average daily volume over the past 21 days (one trading month) must be at least 250,000 shares per day.

To determine liquidity risk, the authors used a variety of measures that reflect bond liquidity, including measures related to bid / ask spread, average daily trading volumes, turnover, issue size, price impact and frequency of zero - trading days.

From the date of each rebalance, to be included in the universe, a stock must have had an average daily trading volume over the last 6 months > $ 1.5 million and a total market capitalization > $ 500 million, resulting in a universe of approximately 2,500 stocks.

To be included in the universe, a stock must have had an average daily trading volume over the last 6 months > $ 1.5 million and a total market capitalization > $ 500 million, resulting in a universe of approximately 2,500 stocks.

RDI's average daily trading volume is about 50K shares, a modest and respectable number for a company that lacks any sell - side analyst coverage whatsoever.

With more than $ 8 billion in average daily trading volume, the market for high yield CDS has been more liquid than the high yield bond market itself.

It isn't as actively traded as the Spiders, though, with just 5 million shares in average daily volume.

First, the average daily volume (number of shares traded per day) is over 100,000.