Average daily trading volume, tallied by month, was just 5.8 billion shares in May, less than half of the peak of 12.3 billion shares during the financial crisis. Financial pros point to other charts and statistics that shed light on the trend — and might even make you less fearful about the volume decline. Volume Leaders lists the stocks with the greatest volume for the day. What's Included For U.S. Markets: The initial page displayed is for "All US Exchanges" (includes only NYSE, NYSE Arca and NASDAQ stocks, and does not include ETFs, unit investment trusts, closed end funds, warrant stocks, preferred securities and any non-SIC classified stock).