U.S. Equities Market Volume Summary

Daily Volume

VolumeTradesDollar VolumeSet Default Units
Daily Volume
Data is updated every 1 minute and delayed at least 20 minutes. Last Update 11/04/2011 11:44
10 Day Moving Average
 

Source and Calculation Information:

  • Current day's data is updated every 1 minute and is at least 20 minutes delayed.
  • Sources: The UTP Trade Data Feed and the Consolidated Tape System (CTS).
  • 10 Day Moving Average represents the average of the daily volume for the past 10 trading days.

Note: Please refer to UTP Vendor Alert 2009-010 for more information regarding about upcoming new UTP Participant Codes for BATS-Y, EDGA and EDGX.