The thumb - rule is to choose very liquid stocks, i.e. the stocks that have
a high average daily volume so that they are bought and sold in high volumes without affecting the prices much.
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?.
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.
Not exact matches
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.
Also the FOMC meeting of 14 - 15 March saw
higher than
average daily 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.
The Liquidity Realtime Rating is calculated using the historical three month
average daily volume (ADV); the ETP with the
highest ADV receives the best Realtime Rating (A +).
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.
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:
Another precaution may be to keep
average daily volume higher than 50,000.
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 b
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 b
volume isn't very
high, the security will tend to be less expensive because people are not as willing to buy it.
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.
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.
The
average daily volume in January for each of these investments ranged from a low of 800 to a
high of 4,800; that's tight.
Ideal for: Businesses with
higher average daily balances and larger transaction
volume.
Daily route schedules determine the work hours and
average 8 - 10 hours per day and up to 12 hours during
high volume periods...
Because of the
high degree of liquidity of Simon stock — we expect New Simon's
average daily trading
volume to be more than $ 350 million — shareholders of any size can elect to exit at the time of their choosing by simply selling their shares in the open market.