For some reason, stock market index volume data is readily available for some stock market indices and not others. It is hard to find trade volume data for the FTSE index, the Nikkei 225 and the Nasdaq 100.

FT.com provides volume data for the DJIA, the Nasdaq Composite Index and probably a few others that we haven't checked. Simply click on the index links provided under "World Indices" on the right-hand side of the page.

We haven't found volume data for the FTSE index series, the S&P 500, the Nasdaq 100 Index, the Nikkei 225 Index, the DAX (Perf), or the CAC 40 on this site.

So far, at least amongst the sites we've explored, the winner seems to be... Yahoo Finance (UK)!

Getting Yahoo Finance (UK) to spit out index trading volumes, however, is not obvious. But stock market index volume data is there (at least for some indices) - and it's FREE. We found stockmarket index daily trading volume data for the FTSE 100 (but not for the others in the FTSE index series), the Nasdaq 100, the Hang Seng, the Nikkei 225, and the S&P 500. There may be others, but we couldn't find traded volume figures for the CAC40, the Eurostoxx 50, the AIM index, nor fo r a few others we tried.

Here's the trader's trick: click on historical data, and you should find about 3 weeks' worth of volume data. If you don't know how to find the historical data on this site, follow the instructions on how to find intraday index and company charts.

Note: we have noticed discrepancies between the volume figures offered by Yahoo and other sources.

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