Chart 1: Average Proportion of Volume Traded During the Last Half Hour of the Day
Chart 2: Average Proportion of Volume Traded During the Last Half Hour of the Day by Month
Volume in the last half hour before the close as a percent of daily volume was calculated for each stock and day and aggregated to a monthly average. Dollar volumes were calculated by multiplying shares and the average price over five minute intervals.
Refer to Equity Related Analytics for information on available Intra-day 5 minutes statistics.