Average Daily Volume

[Templar42]

The above figure is very easy to compute, but does anyone know where one could find data for the average daily volume by a certain time of day for FTSE 100 shares? This could be terribly handy for spotting momentum, but it's not available to me from either moneyam or my spreadbet providers.

 

[Morris]

Hi Templar, not sure if this helps, but Google now includes volume data, you can use the Googlefinance function in google docs:

=GoogleFinance(B$3, "Volume")

where the ticker is in B3.

It would be possible to build up historical data for a stock using this function.

 

[Templar42]

Hi Templar, not sure if this helps, but Google now includes volume data, you can use the Googlefinance function in google docs:

=GoogleFinance(B$3, "Volume")

where the ticker is in B3.

It would be possible to build up historical data for a stock using this function.

Morris thanks very much for this; provided it's real time, that could be very handy for building up a free of charge database of average values by particular times. I tested the function and it works, although getting it to refresh automatically every minute and getting the results into an offline spreadsheet will probably be a challenge for less busy times!