Equity Spot

(Content: Susan Thomas, Anjali Sharma, Rahul Somani. Implementer: Rahul Somani. Updates: Rahul Somani.)


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ADTV (Rs. Bn)
VR (lag = 2)
Volatility (%)
Jan-19 Feb-19 Mar-19 Apr-19 May-19 Jun-19 Jul-19 Aug-19 Sep-19 Oct-19 Nov-19 Dec-19 Jan-20 Feb-20
289.10 315.82 370.96 340.26 357.64 313.11 311.46 334.90 372.13 392.57 413.42 323.14 349.65 398.66
1.01 1.00 0.88 0.95 1.00 0.95 0.96 0.95 0.98 0.94 0.88 0.90 1.01 0.95
31.25 41.23 35.94 36.47 39.62 42.33 39.93 42.31 46.10 58.47 46.63 39.15 29.97 38.83
Legend

ADTV: Average Daily Traded Volume; VR: Variance Ratio

Sources

NSE: Bhavcopy data, FBIL: MIBOR rate