After a traumatic 12 months, we thought you might be feeling a little bristly in the lead up to the holidays. What better way to complement the mood than by looking at the impressive volume spikes of 2020.
We’ve put together A Hall of Fame for those days over the last four years where traded value has exceeded 100 billion euros. The trophy for the highest number of days – 15 – sits securely on 2020’s mantelpiece, and the overall winner is February 28th, with a traded value of 132 billion euros.
In a broader context, that means that 15 out of the 21 days were in 2020, including 10 out of the 17 days between February 28th and March 20th.
Looking at our chart of daily volumes, you may note the regular seasonal beat of the index re-constitution days, but oddly enough only two index changes in the last three years have reached the Hall of Fame… both this year on May 29th and November 30th. It seems to be volatility events that drive these bumper days.
For any single stock, top of the podium comes Unilever Plc with a smooth 9.4 billion euros in any one day, the 27th November 2020. And in case you are wondering, Wednesday is the best day to take off if you don’t want to miss the action; only one Wednesday in the last four years has made the grade.
All the content here has been generated by big xyt’s Liquidity Cockpit dashboards or API.
For existing clients – Log in to the Liquidity Cockpit.
For everyone else – Please use this link to register your interest in the Liquidity Cockpit.
Oh and one last thing: We’ve been nominated in the A-Team’s TradingTech Insight Awards Europe for 2020, in the Best Transaction Cost Analysis (TCA) Tool and the Best Trading Analytics Platform categories. Please vote for us here.