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
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.