Vix futures average daily volume

the market size of VIX futures and options expand to be an average daily volume 158,580 and 567,460 in 2013 compared with 1,731 and 23,491 in 2006 since  27 Dec 2018 We find that the movements in the daily levels of the VIX index are Futures and options on the VIX itself have a relatively large volume of trading. estimates expected volatility by using the weighted average prices of a wide 

22 Mar 2018 As inverse-VIX trading dried up during the stock market's 10-percent correction Futures average daily volume at Cboe Futures Exchange on  5 Feb 2018 The VIX futures short sellers then get to cover at a profit--if markets of the short- vol trade, an exchange-traded note, the VelocityShares Daily  26 Mar 2004 According to our estimation, the average daily trading vol- ume for According to CBOE, the daily volume of VIX futures in 2008 has at least. 3 Jan 2017 which translates to an average daily volume of around 666,000 contracts.* VIX Options Are Priced to VIX Futures, Not the VIX Index.

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.

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. The average daily volume consists of 75 million shares, and its liquidity and CFD broker Saxo offers VIX CFDs as well as DMA VIX on exchange futures  27 Jun 2018 The major instruments to trade volatility are VIX futures and S&P 500 options. In this article Average daily volumes of long and short VIX ETFs  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.

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 

4 Mar 2015 the exchange will provide a settlement price for a futures or options CFE calculates settlement price from quotes whether there was trading or not. price for each VIX futures contract will be the average of the final bid and 

Cboe Futures Exchange Daily Market Statistics. CFE data is compiled for the convenience of site visitors and is furnished without responsibility for accuracy and is accepted by the site visitor on the condition that transmission or omissions shall not be made the basis for any claim, demand or cause for action.

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. ProShares VIX Short-Term Futures ETF (VIXY) is no doubt one of the top VIX ETFs to trade. The ETF has an average daily volume of 1.9 Million and over 200 Million in total assets. The ETF has an average daily volume of 1.9 Million and over 200 Million in total assets.

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,

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  CFE Futures Price & Volume Detail for Friday, March 13, 2020. TRADE VOLUME **, BLOCK VOLUME, ECRP VOLUME, OPEN INTEREST***, CHANGE IN OPEN  

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.