The Market Insight Equity Report is an extensive report on the daily activities in the stock market for all the listed companies in Copenhagen, i.e. the trading and liquidity statistics for all listed companies. This includes stock, unit trust certificates as well as instruments traded on the XM. It’s ideal for getting a broad yet detailed overview of the Copenhagen Stock Market.
The report is divided in to two major parts and files – liquidity data and order data.
The liquidity report features various figures (for an explanation of these see the specification section):
Market
Turnover
Number of Trades
Volume
Order Coverage
Best Price Average Spread
Best Price Average Depth
All Prices Average Depth
Average Use of Min. Tick Size
Last Price
Ultimo Price
Day high
Day low
Last Best Bid
Last Best Offer
Oversight of name, turnover, volume and number of trades for the top 5 buyers and sellers.
The order data report includes all orders for all the stocks on that specific day. The report features:
Order class
Buy/Sell Class Volume
Best Buy/Sell Aggregated Volume
Best Buy/Sell
These figures are presented in two Excel sheets, ideal for further work into presentations or whatever your needs might be. Whether you need a quick overview or in-depth analysis of activity in the market, Market Insight will provide you with all the data you need.
