Other Measures

Average Trading Value

This measure shows which amount has been traded on average during the last month. You can use the column filter to remove(include) companies below(above) a certain liquidity level. Illiquid shares cannot easily be sold due to a lack of investors willing to purchase them. This will typically lead to large discrepancies between the asking price and the bidding price.


Average Trading Value = Average last 30 days

( Share Price * Volume )

The Average Trading Value is converted to the currency selected in the Currency Filter in the Filter Menu. The prior day exchange rate is used to make the conversion. By converting to a common currency, we ensure that you can compare companies reporting in different countries.

If you wish to filter out illiquid stocks from the outset, use the Minimum Trading Value filter available in the Filter Menu.

Related Articles

In our screener manual:

  • Minimum Trading Value

    Increased demand for the illiquid stocks will almost immediately drive prices up, making it impossible to build a position at a fair price.. more...
  • Currency

    The currency picklist allows you to specify in which currency you want the filters to be applied.. more...