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Quantitative Finance · Glossário

O que é Volume cap?

Também chamado de: double volume cap

Definition 11.8 Markets I: The Ecosystem and Exchange-Traded Markets · Capítulo 11 — European Equity Market Structure

The original double volume cap suspended trading of a share under the reference price waiver when, over twelve months, such trading exceeded 4% of the share’s total volume on any one venue or 8% across the Union. Since October 2025 it is replaced by a single volume cap: 7% across the Union, with a three-month suspension of the waiver in that share when it is exceeded.

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