Market Overview
Market and price performance, volume and liquidity, sector breadth, and index and benchmark levels.
160 report specifications in this section
| ID | Title and research question | Category | Chart | Priority | Data |
|---|---|---|---|---|---|
| VOL-014 | Accumulation Distribution line What does the cumulative indicator of the close's position within the range multiplied by volume look like? | Volume and liquidity | Line | Catalogue #710 P3 | Sample |
| VOL-017 | Volume oscillator Is short-term trading activity accelerating relative to the long term? | Volume and liquidity | Line | Catalogue #711 P3 | Sample |
| VOL-022 | Deviation of trading volume from the median What happens if we use a measure that is not easily affected by extreme values rather than the average volume? | Volume and liquidity | Line | Catalogue #712 P3 | Sample |
| VOL-026 | Zero volume and low trading activity On how many trading days does an instrument have no usable trading volume? | Volume and liquidity | Calendar | Catalogue #713 P3 | Sample |
| VOL-028 | Amihud illiquidity Do prices move disproportionately for the same turnover? | Volume and liquidity | Line | Catalogue #714 P3 | Sample |
| VOL-030 | Intraday high and low volume periods Which periods have historically been more active or quieter? | Volume and liquidity | Heatmap | Catalogue #715 P3 | Sample |
| VOL-035 | Performance after high-volume gaps What have historical outcomes been after high volume and a gap appear together? | Volume and liquidity | Scatter | Catalogue #716 P3 | Sample |
| VOL-036 | Trading volume and realized volatility Does high trading activity come with large price swings? | Volume and liquidity | Scatter | Catalogue #717 P3 | Sample |
| VOL-038 | Volume basis before and after stock splits Does an apparent volume surge only reflect a change in share units? | Volume and liquidity | Line | Catalogue #718 P3 | Sample |
| VOL-041 | Execution capacity scenarios spread over days How many days of staged execution are needed under a given participation-rate cap? | Volume and liquidity | Bar | Catalogue #719 P3 | Sample |
| VOL-050 | Monthly liquidity watch report Has trading activity of watched instruments deteriorated over the whole month? | Volume and liquidity | Multi-series | Catalogue #720 P3 | Sample |
| VOL-016 | Volume Price Trend What is the cumulative direction of volume-weighted returns? | Volume and liquidity | Line | Catalogue #878 P4 | Sample |
| VOL-018 | Positive and negative volume index comparison How does cumulative price movement differ between high-volume and low-volume days? | Volume and liquidity | Line | Catalogue #879 P4 | Sample |
| VOL-023 | Trading volume distribution long tail Is average trading volume pushed up by a few extreme days? | Volume and liquidity | Histogram | Catalogue #880 P4 | Sample |
| VOL-025 | Contribution of high-volume days to trading volume What share of trading volume comes from the few most active days? | Volume and liquidity | Bar | Catalogue #881 P4 | Sample |
| VOL-029 | Trading volume variability Is trading activity so erratic that it is hard to estimate? | Volume and liquidity | Line | Catalogue #882 P4 | Sample |
| VOL-037 | Volume and dividend events Does trading activity deviate from normal around the ex-dividend date? | Volume and liquidity | Bar | Catalogue #883 P4 | Sample |
| VOL-048 | Price stagnation in low liquidity Does an unchanged price coincide with low volume in a way that distorts the statistics? | Volume and liquidity | Bar | Catalogue #884 P4 | Sample |
| VOL-049 | Trading volume and public news density Does a rise in news flow coincide with higher trading volume? | Volume and liquidity | Scatter | Catalogue #885 P4 | Sample |
| VOL-039 | Share dilution and turnover rate bias How much does using outdated share counts distort the turnover rate? | Volume and liquidity | Line | Catalogue #979 P4 | Sample |
| VOL-042 | Square-root impact cost scenario What model cost could a larger single order bring? | Volume and liquidity | Line | Catalogue #980 P4 | Sample |
| VOL-043 | Spread estimated from daily high-low How does a spread proxy estimated from daily data alone change? | Volume and liquidity | Line | Catalogue #981 P4 | Sample |
| VOL-044 | Roll effective spread proxy Can a price series provide a rough proxy for the spread? | Volume and liquidity | Line | Catalogue #982 P4 | Sample |
| VOL-045 | Trading volume autocorrelation Does heavy trading carry over to the next day? | Volume and liquidity | Line | Catalogue #983 P4 | Sample |
Priority is a planning estimate from the original specification workbook, not popularity or performance. Catalogue reports are ordered 1–1,000; product reports are ranked only within their own workbench.