We hit 2.4 million in the ESH9 today, but I cannot find the record for daily volume. I found the record for NQ, https://www.prnewswire.com/news-rel...me-daily-trading-volume-record-300730348.html but today we only hit about half of that record. (685k). Anyone know the record daily volume for ES ?
ES Daily as provided through TradingView. NB:data and volume source(s) are unspecified 3 million, 4 million, and even 5 million are seen in recent years. HTH
It is years ago that the long term average reached 3 million, you see that clearly in your chart. Only a few spikes going over 3 million. The LT average is probably even lower then 2 million. I think over 90% of the day we never reach 3 million. Years ago it was higher then today. Watch the charts of the 2000-2005 period. We only saw a revival from september 2018 as the volatility went up strong.
Why doesn't the CME Group publish the top 10 trading days by volume for ES, NQ and a few others ? Surely they can hire an analyst to do this......they make so much money !!!