average daily volume

Also found in: Acronyms.

Average Daily Volume

The number of shares of a security traded each day averaged over some period of time. Generally speaking, the average daily volume is calculated over the course of the previous year. One may compare the current trading volume to the average daily volume to determine whether volume is particularly high or low. This can be useful in technical analysis.

average daily volume

The number of shares or bonds traded daily, on average, during a period of time, generally one year. Average daily volume serves as a basis to determine if trading in a security is unusually heavy.
References in periodicals archive ?
In July 2017, the average daily volume on commodities derivatives reached 70,321 contracts, up +5.
Gold recorded average Daily Volumes of 1,700 contracts, an increase of 52 per cent over January 2016.
6 October 2014 -- Atlanta US-based exchange and clearing house network Intercontinental Exchange Inc (NYSE: ICE) said that for September and Q314 futures and options average daily volume decreased 6% and 13%, respectively compared to prior year periods.
In addition, new quarterly volume records were set in exchange-wide and VIX futures total volume and average daily volume during the first quarter of 2014, the firm said.
8 billion on 15 April, 2013 and highest average daily volume in a month of 83,850 contracts in June 2013.
4 March 2014 -- Chicago-based The CBOE Futures Exchange (NASDAQ: CBOE) has reported that average daily volume in futures on the CBOE Volatility Index (VIX Index) and total exchange-wide ADV at CFE reached record levels in February 2014.
0 million contracts per day, up 17 percent from fourth-quarter 2009, and included record average daily volumes in agricultural commodities and metals and double-digit average daily volume growth in interest rates, FX, agricultural commodities and metals product lines.
The Dubai Mercantile Exchange (DME) today announced that a record average daily volume (ADV) of 2,624 contracts was achieved in its flagship DME Oman Crude Oil Futures contract (DME Oman) during the month of October 2009.
86 billion, almost twice the number of contracts in July, and a 769 per cent increase on last year and an average daily volume of 1,979.

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