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