Chart 1: Median Daily Share Volume, Spread and Intraday Tick Volatility of Chinese Stocks
Chart 2: Developed Asia and Emerging Asia ex China Median Daily Spread and Intraday Volatility
Daily share volume, time weighted average spread and intraday tick volatility were calculated on a stock by stock basis. Median values are shown on all charts. Stocks priced under $1 USD were removed from the analysis.
Emerging Asia ex China includes: IDN,KAZ,KOR,LKA,MYS,PAK,PHL,THA,TWN,VNM. Developed Asia ex Japan includes: AUS,HKG,NZL,SGP.
Refer to Equity Related Analytics for information on available Intra-day 5 minutes statistics.