Sentences with phrase «month average daily volume»

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 +).

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.

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 mVOLUME 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 moMONTH 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 momonth 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 mvolume 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.

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.

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.

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.

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

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.

The average (three - month) daily volume of 27k is therefore rather light, about 0.2 % of the float.

The daily average volume jumped by 83 % on the month to nearly JPY 6.2 trillion per business day in January.