Chart 1: MOC Volume as a Percent of Daily Volume for S&P 500 Constituents
Chart 2: Absolute MOC Volume Trend for S&P 500 Constituents
Dollar volumes were calculated by multiplying MOC shares * daily VWAP. MOC volume as a percent of daily volume was calculated for each stock and day and aggregated to a monthly average. S&P 500 stocks were based on ETF constituents for SPY.
Refer to Equity Related Analytics for information on available Intra-day 5 minutes statistics.