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Top Dollar Volumes for the Past 50 Days as of September 7th, 2007

Posted September 7th, 2007 by Michael J Bomma...

    As we continue to hear of decreasing liquidity, especially in certain overstated concerns over ETF bid/ask spreads, I have calculated the top 50 funds for dollar liquidity. These figures are the average of the closing price times the volume over the past 50 days, and should represent those funds which provide the best liquidity for larger trading positions in the current market.

Symbol Name Mean M$/Day
SPY SPDR S&P 500 32898.16
IWM iShares Russell 2000 9430.28
QQQQ PowerShares QQQ Trust 7009.31
DIA DIAMONDS 2571.23
EEM iShares MSCI Emerging Index Fund 2115.84
XLF SPDR Select Sector Fund - Financial 2053.89
XLE SPDR Select Sector Fund - Energy Select Sector 1736.51
OIH HOLDRS Merrill Lynch Market Oil Service 1718.11
QID ProShares UltraShort QQQ 1181.95
MDY SPDR MidCap Trust Series I 1081.11
EWZ iShares MSCI Brazil Index Fund 832.32
SDS ProShares UltraShort S&P500 767.57
EFA iShares MSCI EAFE Index Fund 605.76
IYR iShares Dow Jones U.S. Real Estate Index Fund 592.99
RTH HOLDRS Merrill Lynch Retail 532.52
SMH HOLDRS Merrill Lynch Semiconductor 491.9
IVV iShares S&P 500 Index Fund 473.68
FXI iShares FTSE/Xinhua China 25 Index Fund 433.18
XLU SPDR Select Sector Fund - Utilities 380.55
GLD streetTRACKS Gold Trust 357.31
IWO iShares Russell 2000 Growth 344.7
XLB SPDR Select Sector Fund - Basic Industries 324.22
EWJ iShares MSCI Japan Index Fund 323.35
EWW iShares MSCI Mexico Index Fund 235.05
XLI SPDR Select Sector Fund - Industrial 214.13
IWN iShares Russell 2000 Value 201.02
QLD ProShares Ultra QQQ 198.49
DXD ProShares UltraShort Dow30 187.31
TWM ProShares UltraShort Russell2000 184.75
EWY iShares MSCI South Korea Index Fund 171.83
TLT iShares Lehman 20 Year Treasury Bond Fund 171.59
RKH HOLDRS Merrill Lynch Regional Bank 156.52
EWT iShares MSCI Taiwan Index Fund 155.76
IWD iShares Russell 1000 Value 154.21
USO Claymore MACROshares Oil Up 140.58
XHB SPDR Homebuilders ETF 136.31
XLY SPDR Select Sector Fund - Consumer Discretionary 134.67
IJR iShares S&P SmallCap 600 Index Fund 132.75
IBB iShares Nasdaq Biotechnology 131.91
OEF iShares S&P 100 Index Fund 131.25
IWF iShares Russell 1000 Growth 128.89
IAI iShares Dow Jones U.S. Broker-Dealers Index Fund 125.4
SSO ProShares Ultra S&P500 116.67
ILF iShares Latin America 40 Index Fund 105.35
SHY iShares Lehman 1-3 Year Treasury Bond Fund 78.4
EWH iShares MSCI Hong Kong Index Fund 77.14
XLV SPDR Select Sector Fund - Health Care 75.26
PPH HOLDRS Merrill Lynch Pharmaceutical 74.93
KCE StreetTRACKS KBW Capital Markets ETF 73.84
ICF iShares Cohen & Steers Realty Major 72.68