这个volume 怎么解释

来源: 喜喜哈哈 2019-03-23 21:57:13 [] [旧帖] [给我悄悄话] 本文已被阅读: 次 (1275 bytes)
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楼下的贴引起我好奇心, 因为我没觉得spx e-mini average trading volume有100BILLION.  所以狗了一下

我以为spx e-mini average trading volume 就是1。6 million 左右.  The wiki page : "The current average daily implied volume for the E-mini is over $100 billion, far exceeding the combined traded dollar volume of the underlying 500 stocks" 

If we talk strictly about e-min trading volume, not implied value.  (Actually I don't know what "implied" means),  I still think the average volume is around 1,6-2 million. Friday the market sold off, the volume is 2.2 million. 

https://www.barchart.com/futures/quotes/ES*1/performance

 

 

 

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it's dollar amount -不惑2020- 给 不惑2020 发送悄悄话 (1767 bytes) () 03/23/2019 postreply 22:33:01

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