Stats › Intraday and market microstructure › Overnight futures
Overnight trading grew from 2% to 20% of E-mini volume
These are the paper's own stated approximations describing its Figure 1, not exact annual figures, and the series stops in 2020. Its words: the share 'was small and constant at around 2% until the years 2002, it increased somewhat linearly to around 15% in 2010 and remained flat until 2018', then 'in the final years of our sample (2019 & 2020) the share of overnight trading in the ES has again increased and stands at around 20% of total volumes'.
The E-mini S&P 500 trades nearly around the clock, so the US cash session covers under a third of its open hours. The overnight share of volume rose from about 2% before 2002 to 20% by 2020. Asian hours remain at least fifty times thinner.
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