Equity Spot



Aug-19 Sep-19 Oct-19 Nov-19 Dec-19 Jan-20
ADTV (Rs. Bn) 334.90 372.13 392.57 413.42 323.14 349.65
VR (lag = 2) 0.95 0.98 0.94 0.88 0.90 1.01
Volatility (%) 42.31 46.10 58.47 46.63 39.15 29.97
Legend

ADTV: Average Daily Traded Volume; VR: Variance Ratio

Sources

NSE: Bhavcopy data, FBIL: MIBOR rate