Chart 1: Annualized Volatility for Greece and Europe (Indexed to 100)
Chart 2: Spreads in Greece compared to Europe
The volatility and spread numbers in the above charts were pulled for the FTSE GREECE 20 ETF(GREK) as well as the FTSE Europe ETF (VGK) which seeks to track the FTSE Developed Europe All Cap Index from 4/1/2013 to 9/30/2015 and indexed to 100. We used 60 day historical volatility and 5 day time weighted average spread.
Refer to Equity Related Analytics for information on available Intra-day 5 minutes statistics.