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 ?
Average daily volume cleared through CME ClearPort was 351,000 contracts for December 2010, down 13 percent compared with December 2009.
Each month ICAP publishes average daily volume data in spot FX, US Treasury and European and US repo products.
Average daily volumes on EBS and BrokerTec in the month of August reached $945 billion, an increase of 51 percent on August 2006.
Eurodollar options average daily volume increased 39 percent, driven by 124 percent growth in options traded electronically
Record agricultural commodities volume grew 30 percent compared with second-quarter 2014, while FX average daily volume grew 42 percent and energy average daily volume grew 20 percent.
IntercontinentalExchange announced that average daily volume for ICE Futures increased 135.
Treasury average daily volume rose 12 percent, with Treasury futures volume of 4.
Equity and Index Options Volume Statistics Current Month (000s) Jun-06 Jun-05 % Change ISE Average Daily Volume 2,208.
Record energy volume grew 26 percent compared with first-quarter 2014, and FX average daily volume grew 17 percent.

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