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Q: Trading volume of SPDR Exchange Traded Fund ( Answered 5 out of 5 stars,   0 Comments )
Question  
Subject: Trading volume of SPDR Exchange Traded Fund
Category: Business and Money > Finance
Asked by: job1-ga
List Price: $150.00
Posted: 21 Apr 2005 22:55 PDT
Expires: 21 May 2005 22:55 PDT
Question ID: 512581
What has been the weekly volume in shares and dollars of the SPDR
Exchange Traded Fund (ETF) since its inception in late 1992 or early
1993. This ETF trades on the American Stock Exchange under the symbol
SPY.

Request for Question Clarification by easterangel-ga on 21 Apr 2005 23:15 PDT
Hi!

I was able to find historical figures for SPY. However the weekly
figures only has  "average volume" and share prices closing figures.
There are no volume in dollars. Only average share volume traded.

Would this be ok?

Thanks!

Request for Question Clarification by easterangel-ga on 21 Apr 2005 23:32 PDT
By the way the data goes back from January 1993.

Clarification of Question by job1-ga on 22 Apr 2005 07:21 PDT
An acceptable answer would be to combine available average weekly SPY
share volume and the closing SPY share price to get estimates of
average weekly share dollar volume.
Answer  
Subject: Re: Trading volume of SPDR Exchange Traded Fund
Answered By: easterangel-ga on 22 Apr 2005 10:14 PDT
Rated:5 out of 5 stars
 
Hi! Thanks for the question.

Please take note that before providing a rating; please ask for
clarification if you will need further assistance in the answers I
have provided below.

I was able to combine available average weekly SPY share volume and
the closing SPY share price to get estimates of average weekly share
dollar volume. I used Excel to do this and saved it in the Excel
format as well. The data goes down to  Jan 29, 1993. You can get the
file by clicking on the link below:

SPY
http://home.ripway.com/2005-4/293491/table.xls

In case you want the original numbers, here is the source from Yahoo
Finance. I also would like to note that I used the "CLOSE" prices and
not the "ADJUSTED CLOSE"

Yahoo Finance
http://finance.yahoo.com/q/hp?s=SPY&a=00&b=29&c=1993&d=03&e=22&f=2005&g=w

Search terms used:  
SPDR SPY prices

I hope these links would help you in your research. Before rating this
answer, please ask for a clarification if you have a question or if
you would need further information.
                             
Thanks for visiting us.                              
                              
Regards,                              
Easterangel-ga                              
Google Answers Researcher

Request for Answer Clarification by job1-ga on 22 Apr 2005 11:16 PDT
1. If there were stock splits during this period, you may want the
Yahoo adjusted prices. If there were only dividends, that would not be
necessary.

2. Would you graph the final share and dollar volume results on semi-log scale?

Clarification of Answer by easterangel-ga on 22 Apr 2005 12:27 PDT
Hi!

There was no indication in the data that a stock split has occured.
Anyway, I still provided figures for Adjusted Closing Prices.

Adjusted Closing Prices (Please click on the chart worksheet to get
the chart) (Dates in Descending Order)
http://home.ripway.com/2005-4/293491/table2.xls

Adjusted Closing Prices (Please click on the chart worksheet to get
the chart) (Dates in Ascending Order)
http://home.ripway.com/2005-4/293491/table4.xls

----------------
Non Adjusted Closing Prices (With Chart)
(Dates in Descending Order)
http://home.ripway.com/2005-4/293491/table1.xls

Non Adjusted Closing Prices (With Chart)
(Dates in Ascending Order)
http://home.ripway.com/2005-4/293491/table3.xls
 
I hope this would be of help.

Thanks again!

Clarification of Answer by easterangel-ga on 23 Apr 2005 19:55 PDT
You're welcome!

:)
job1-ga rated this answer:5 out of 5 stars
Quick and good; thank you.

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