From: A theory of very short-time price change: security price drivers in times of high-frequency trading
Date | 03-May | 04-May | 05-May | 06-May | 07-May |
---|---|---|---|---|---|
Contracts | 17,433 | 15,303 | 12,359 | 310 | 2659 |
USD value | 1,045,293,463 | 893,156,475 | 715,793,213 | 16,638,063 | 147,680,563 |