Average S&P e-mini volume

[mrpace]

Can anyone tell me what the average daily volume is/was for ES in each year from 1999-2003, or can tell me where to find this info?

 

[acrary]

Quote from mrpace:

Can anyone tell me what the average daily volume is/was for ES in each year from 1999-2003, or can tell me where to find this info?

Here's the average daily volume for each year:

1999 - 43,463
2000 - 76,100
2001 - 158,325
2002 - 463,386
2003 - 638,392

 

[mrpace]

Thank you!

 

[canadian_dude]

Quote from acrary:

Here's the average daily volume for each year:

1999 - 43,463
2000 - 76,100
2001 - 158,325
2002 - 463,386
2003 - 638,392

Amazing numbers when you think about it. That is an average of 1580 contracts trading per minute in 2003, for every minute, every day of the year. That means those contracts have an underlying dollar value representing about $89 million per minute. That's a whole lot of money moving around.