average daily volume

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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.

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Average daily volume cleared through CME ClearPort was 351,000 contracts for December 2010, down 13 percent compared with December 2009.

CME Group volume up 19 per cent

Each month ICAP publishes average daily volume data in spot FX, US Treasury and European and US repo products.

ICAP Broking Volumes Reach Record Levels in 2007

Average daily volumes on EBS and BrokerTec in the month of August reached $945 billion, an increase of 51 percent on August 2006.

Record Broking Volumes at ICAP as Volatility Increases

Third-quarter 2015 options average daily volume of 2.

CME Group Volume Averaged 14.4 Million Contracts per Day in Third-Quarter 2015, Up 7 Percent from Third-Quarter 2014

Eurodollar options average daily volume increased 39 percent, driven by 124 percent growth in options traded electronically

CME Group Volume Averaged 16.3 Million Contracts per Day in August 2015, Up 25 Percent from August 2014

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.

CME Group Volume Averaged 14.6 Million Contracts per Day in June 2015, Up 15 Percent from June 2014

IntercontinentalExchange announced that average daily volume for ICE Futures increased 135.

Zacks #1 Rank Top Performers: OM Group, CBOT Holdings, IntercontinentalExchange, Alaska Communications Systems and Guess?

Treasury average daily volume rose 12 percent, with Treasury futures volume of 4.

CME Group Volume Averaged 14.1 Million Contracts per Day in May 2015, Up 8 Percent from May 2014

Equity and Index Options Volume Statistics Current Month (000s) Jun-06 Jun-05 % Change ISE Average Daily Volume 2,208.

ISE Reports Monthly Volume for June 2006; Average Daily Volume of 2.2 Million Contracts, up 45% from June 2005

Record energy volume grew 26 percent compared with first-quarter 2014, and FX average daily volume grew 17 percent.

CME Group Volume Averaged 15.0 Million Contracts per Day in First-Quarter 2015, up 10 percent versus First-Quarter 2014, Representing Second-Highest Quarterly Volume Ever

Average daily volume for the quarter was almost 44.

Liquidnet Dominates the Market's Block Trading; Two out of Every Three Names Executed in Liquidnet are 1st or 2nd Largest Print of the Day

Delivered highest February average daily volume ever

CME Group Volume Averaged 15.8 Million Contracts per Day in February 2015, Up 13 Percent from February 2014