Trading volume and realized volatility
Does high trading activity come with large price swings?
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Sample JSON
Specification JSON
Sample as of
0700.HK Tencent Holdings | Hang Seng Index | 2025-10-16 – 2026-10-16 | HKD
- Highest item: Sample B
- 46.67 %
- Lowest item: Sample D
- 8.84 %
- Average
- 26.03 %
- Number of items
- 10 items
Trading volume and realized volatility
Realized volatility (%) (Scatter)
Relative to historical baseline (x)
Relative to historical baseline (x) (Bar)
Event detail and data date
Realized volatility (%) and Relative to historical baseline (x) (Table)
Sample data rows
| Relative to historical baseline (x) | Realized volatility (%) | Relative to historical baseline (x) | Data date (sample) |
|---|---|---|---|
| Sample A | 16.99 | 0.57 | 2026-10-16 |
| Sample B | 46.67 | 1.13 | 2026-10-16 |
| Sample C | 32 | 1.16 | 2026-10-16 |
| Sample D | 8.84 | 0.45 | 2026-10-16 |
| Sample E | 18.17 | 2 | 2026-10-16 |
| Sample F | 27.15 | 1.77 | 2026-10-16 |
| Sample G | 42.04 | 1.31 | 2026-10-16 |
| Sample H | 21.78 | 0.76 | 2026-10-16 |
| Sample I | 13.14 | 1.16 | 2026-10-16 |
| Sample J | 33.51 | 1.29 | 2026-10-16 |