Top ETF Dollar Volumes Over the Past 50 Days 3 comments
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As we continue to hear of decreasing liquidity, especially in certain overstated concerns over ETF bid/ask spreads, I have calculated the top 50 funds for dollar liquidity. These figures are the average of the closing price times the volume over the past 50 days, and should represent those funds which provide the best liquidity for larger trading positions in the current market.
| Symbol | Name | Mean M$/Day |
| SPY | SPDR S&P 500 | 32898.16 |
| IWM | iShares Russell 2000 | 9430.28 |
| QQQQ | PowerShares QQQ Trust | 7009.31 |
| DIA | DIAMONDS | 2571.23 |
| EEM | iShares MSCI Emerging Index Fund | 2115.84 |
| XLF | SPDR Select Sector Fund - Financial | 2053.89 |
| XLE | SPDR Select Sector Fund - Energy Select Sector | 1736.51 |
| OIH | HOLDRS Merrill Lynch Market Oil Service | 1718.11 |
| QID | ProShares UltraShort QQQ | 1181.95 |
| MDY | SPDR MidCap Trust Series I | 1081.11 |
| EWZ | iShares MSCI Brazil Index Fund | 832.32 |
| SDS | ProShares UltraShort S&P500 | 767.57 |
| EFA | iShares MSCI EAFE Index Fund | 605.76 |
| IYR | iShares Dow Jones U.S. Real Estate Index Fund | 592.99 |
| RTH | HOLDRS Merrill Lynch Retail | 532.52 |
| SMH | HOLDRS Merrill Lynch Semiconductor | 491.9 |
| IVV | iShares S&P 500 Index Fund | 473.68 |
| FXI | iShares FTSE/Xinhua China 25 Index Fund | 433.18 |
| XLU | SPDR Select Sector Fund - Utilities | 380.55 |
| GLD | streetTRACKS Gold Trust | 357.31 |
| IWO | iShares Russell 2000 Growth | 344.7 |
| XLB | SPDR Select Sector Fund - Basic Industries | 324.22 |
| EWJ | iShares MSCI Japan Index Fund | 323.35 |
| EWW | iShares MSCI Mexico Index Fund | 235.05 |
| XLI | SPDR Select Sector Fund - Industrial | 214.13 |
| IWN | iShares Russell 2000 Value | 201.02 |
| QLD | ProShares Ultra QQQ | 198.49 |
| DXD | ProShares UltraShort Dow30 | 187.31 |
| TWM | ProShares UltraShort Russell2000 | 184.75 |
| EWY | iShares MSCI South Korea Index Fund | 171.83 |
| TLT | iShares Lehman 20 Year Treasury Bond Fund | 171.59 |
| RKH | HOLDRS Merrill Lynch Regional Bank | 156.52 |
| EWT | iShares MSCI Taiwan Index Fund | 155.76 |
| IWD | iShares Russell 1000 Value | 154.21 |
| USO | Claymore MACROshares Oil Up | 140.58 |
| XHB | SPDR Homebuilders ETF | 136.31 |
| XLY | SPDR Select Sector Fund - Consumer Discretionary | 134.67 |
| IJR | iShares S&P SmallCap 600 Index Fund | 132.75 |
| IBB | iShares Nasdaq Biotechnology | 131.91 |
| OEF | iShares S&P 100 Index Fund | 131.25 |
| IWF | iShares Russell 1000 Growth | 128.89 |
| IAI | iShares Dow Jones U.S. Broker-Dealers Index Fund | 125.4 |
| SSO | ProShares Ultra S&P500 | 116.67 |
| ILF | iShares Latin America 40 Index Fund | 105.35 |
| SHY | iShares Lehman 1-3 Year Treasury Bond Fund | 78.4 |
| EWH | iShares MSCI Hong Kong Index Fund | 77.14 |
| XLV | SPDR Select Sector Fund - Health Care | 75.26 |
| PPH | HOLDRS Merrill Lynch Pharmaceutical | 74.93 |
| KCE | StreetTRACKS KBW Capital Markets ETF | 73.84 |
| ICF | iShares Cohen & Steers Realty Major | 72.68 |
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Unfortunately I'm not really in control of the page layout here, and it seems as if my table won't fit into their layout. You can always follow the links in an article to the original source, where you should be able to read the tables: www.etf-central.com/to...
As far as the example, there are 50 multipliers, as each day's close and volume need to be multiplied. If you're confused about the units, as they're probably blocked by the frame as well, they're in millions of dollars averaged per day.
Your charts do indeed fit into our layout, albeit in slightly altered form (which I had unfortunately overlooked in this case - sorry). Going forward, your charts should fit in better.
Best,
Jonathan Liss,
Seeking Alpha Editorial Team