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Liquidity & Volatility

Types of data

The Liquidity& Volatility database provides daily financial metrics derived from EUROFIDAI High-FrequencyTrading (HFT) data, specifically designed to support advanced research and analysis. It offers standardized, comparable, and regularly updated data, fully integrated with all EUROFIDAI datasets for comprehensive cross-analysis.

Computed variables:

  • Volatility: Precise estimates of daily asset volatility.
  • Liquidity Measures: Aggregated daily indicators to assess asset tradability (forthcoming).

Data Range & Origin

Raw data : we are using our own high quality HFT data.

Period: since 2009 (periods may vary depending on stock exchanges)

Markets:

  • Euronext Paris
  • Deutsche Boerse Xetra
  • London Stock Exchange (forthcoming)

How to access this set of data?

With institutional, individual, single or multi databases subscriptions, we are confident that you will find your way to EUROFIDAI data. By providing data exclusively to academic researchers, our unique pricing policy is extremely competitive and designed to fit most academic research budgets. 

  • Contact us to receive or fees and/or your free trial account.
  • If you already have a subscription to this set of data, please log in to access the data extraction tab.