结果发现,同用各种买卖价差表示的流动性指标相比,反应交易活动的交易量指标显示出更大的波动性,市场流动性和交易的活跃性显著相关。
We find that the liquidity index of volume are more fluctuant than other liquidity index of spread, the market liquidity is correlated with trading activity significantly.
那些以当日交易量为指标控制自己头寸的投资者也面临同样的问题。
The same difficulty faces investors who control their positions on the basis of daily market volumes.
除了实际交易量外,另一个衡量利润的关键指标是未平仓的程度,或在一个给定的交易期间内未结算的衍生品合约的数量。
A key metric for gauging interest besides actual volumes traded is the degree of open interest, or the number of derivative contracts that are not settled during a given trading period.
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