Any of you guys happen to track Avg contracts traded by time of day just as a gauge to activity. I was wondering what the volumes might be at 10.30, 11.30, 2.30, and close. Could be any average, 20 day, 50 day, 90 day, etc. TIA, Bob.
I think it's around 500-600k daily and then given the first third of the day is 40% of the volume, the last third is 40%, and the middle is 20% .. that should be somewhat close. NQ is about 200k daily.