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Vix futures average daily volume

HomeSherraden46942Vix futures average daily volume
15.03.2021

In depth view into VIX Volume including historical data from 2006, charts and stats. Report: CBOE Daily Market Statistics; Source: Chicago Board Options  18 Dec 2019 Cboe Futures Exchange began trading futures on bitcoin on Average daily volume in VIX futures was 158,508 contracts, also a fourth  6 Sep 2019 Cboe Global Markets, Inc. CBOE posted total average daily volume (ADV) of 8.8 products, primarily SPX options, VIX options and VIX futures. 30 Apr 2018 Over the last month, average daily trading volume in first- and second-month VIX futures, the most active VIX contracts, slumped by nearly a  TVIX | A complete VelocityShares Daily 2x VIX Short Term ETN exchange N/A; Yield n/a; Dividend n/a; Ex-Dividend Date n/a; Average Volume 12.1M The Fund seeks two times the daily return of the S&P 500 VIX Short-Term Futures Index. 5 Mar 2018 were short about 200,000 futures — three-quarters of the average daily volume across Vix futures expiring by March in the preceding month.

30 Apr 2018 Over the last month, average daily trading volume in first- and second-month VIX futures, the most active VIX contracts, slumped by nearly a 

Most Active All Futures The Most Active Futures page lists the commodity contracts with the greatest volume for the day. You can view the "Full List" - the contracts from all groupings with the greatest volume - or you may select from specific Commodity Grouping to see all contracts. VIX Options Following the successful launch of VIX futures, Cboe Options Exchange introduced VIX options in 2006, providing market participants with another tool to manage volatility. VIX options enable market participants to hedge portfolio volatility risk distinct from market price risk and trade based on their view of the future direction or The average daily closing values for the VIX Index were 32.7 in 2008, 24.2 in 2011, and 17.9 year-to-date in 2012. While trading volumes so far in 2012 are down in many stock, futures, and options markets, an all-time record 2,443,878 VIX futures contracts changed hands in October 2012, The following four ETFs and ETNs are the most liquid, with average daily volume in millions of shares (often over 10 million): VXX / VXXB = iPath S&P 500 VIX Short-Term Futures ETN SVXY = ProShares Short VIX Short-Term Futures ETF ProShares VIX Short-Term Futures 30-Day Average Daily Volume: 3.711M for Feb. 14, 2020 Most Active All Futures The Most Active Futures page lists the commodity contracts with the greatest volume for the day. You can view the "Full List" - the contracts from all groupings with the greatest volume - or you may select from specific Commodity Grouping to see all contracts. Currently, VXXB has relatively low volume, when compared to VXX – trading 1.1M shares per day on average, while VXX has an average daily volume of 45.68M. However, once VXX ceases to exist, VXXB should see an influx of volume – making it liquid with tight bid-ask spreads. Check out the hourly chart of VXX.

The average daily closing values for the VIX Index were 32.7 in 2008, 24.2 in 2011, and 17.9 year-to-date in 2012. While trading volumes so far in 2012 are down in many stock, futures, and options markets, an all-time record 2,443,878 VIX futures contracts changed hands in October 2012,

futures and options on VIX and the accompanying extensive trading therein, over on the day when the trading volume of the second nearest-term contract Over our sample period, the VIX was on average 25.83, while the VXF was slightly. Our average daily volume in VIX futures this year is about 210,000 contracts, of which about 8% comes from trading outside of regular U.S. trading hours. What is  

VIX futures trading was introduced in 2004 at the CBOE Futures Exchange in 2004. In that first year, average daily volume was 461 contracts, this past year 

VIX Futures. Average daily volume in VIX futures reached a new record of 216,797 contracts during February, a 35-percent increase from February 2013 and a three-percent increase from January. February’s ADV topped the previous ADV record of 210,674 contracts in June 2013.

CME Group’s Exchange Daily Volume and Open Interest Report summarizes exchange-wide volume, including futures and options volume, for Globex, Clearport/PNT and Open Outcry. Volume figures are reported across divisions and asset classes to give you an instant grasp of market activity.

6 Sep 2019 Cboe Global Markets, Inc. CBOE posted total average daily volume (ADV) of 8.8 products, primarily SPX options, VIX options and VIX futures. 30 Apr 2018 Over the last month, average daily trading volume in first- and second-month VIX futures, the most active VIX contracts, slumped by nearly a