7-Day Average Daily Volume

Averaging over a week damps the noise in any single day while remaining responsive to a change in conditions. It is the usual reference for judging whether a given trade size is large or small relative to the market. The mean is unweighted, so every day in the window counts equally.

Como é calculado

sum of daily trading volume over the trailing 7 days / 7

Onde induz em erro

A single event day, such as an exchange listing, an airdrop claim window, or a token unlock, can supply most of a seven-day average and make the market look several times deeper than it normally is. Seven days always contains one weekend, and although digital-asset venues trade continuously, institutional flow and market-maker capacity still thin out then, so a window ending Monday is not comparable to one ending Thursday. The average cannot separate organic turnover from volume generated to earn maker rebates or listing incentives. It inherits every venue-coverage and wash-trading problem of the underlying daily figures.

A comparação com ações, e por que ela não se aplica

Average daily volume used to size orders in equities; the equity input is tape-reported and regulated, so ADV there is a far more reliable estimate of executable size than this figure is.

Como ler um valor alto ou baixo

A higher average means more dollars per day changed hands over the week than for an asset with a lower average. Compare it against the size of a position being studied rather than across assets of different market capitalization.