Chart 1: Average Percent Change in Daily Volume Compared to Pre-Vote Levels (6/1/16 – 6/23/16)
Chart 2: Average Percent Change in Price Compared to Pre-Vote Levels (6/1/16 – 6/23/16)
Stocks underlying the ACWI ETF were included in the analysis. Developed Asia includes AUS, HKG and JPN. Daily volume and daily vwap prices were compared to the average volume and vwap from 6/1/16 through 6/23/16 (pre-vote average) to calculate percent changes on a stock by stock basis. Aggregate volume and price changes were calculated by taking the equally weighted average of each underlying stock.
Refer to ITG Equity Related Analytics for information on available Equity Related Analytics.