Chart 1: Average Daily Share Volume on Days 1 – 3 of the Month vs the Last Day of the Month
Chart 2: Distribution of Open to Close Returns on Days 1 – 3 of the Month vs the Last Day of the Month
Two years of data was included in the analysis, from 1/1/2014 – 12/31/2015. All Australian securities were included.
Refer to ITG Peer Analytics for information on available ITG Peer Group Database based analytics.