ETF Market Volume Summary
|Market||Matched Volume||Today % of Market||5-Day AVG||MTD AVG|
Data as of . All share and notional values delayed at least 20 minutes. Auction volume breakdown available from October 28, 2011. Data is based on UTDF and CTS consolidated data feeds. Data is believed reliable but not guaranteed. Explanation of Market Volume Methodology: Average values do not include current day. This data display automatically refreshes every minute during trading hours. If using this data in a published report, please cite Bats Global Markets as the source.
"Notional Value", which is also referred to as "Dollar Value Traded", is calculated by multiplying the execution price of each transaction by the total number of shares executed in each transaction. This method of calculating market share, as opposed to simply using the total number of shares that traded hands, can be a better representation of the actual "size" of a market. The larger the Notional Value traded, the more risk that actually changed hands. By way of example, 100 shares of stock ABC at $362 per share is a much larger transaction than 100 shares of stock XYZ at $2.20 a share. Other assets classes, such as futures and options, and most other equity markets outside of the U.S., historically have used Notional Value as an index into how much activity takes place on those markets. Bats is the first to offer a real-time view, market-wide, into Notional Value traded in the U.S. cash equity markets.