One of the many components to consider when selecting an ETF to invest in is the average trading volume. It can easily be located at any financial site that shows pricing and charting information.
As previously discussed, high volume can be critical by making it easier to enter and exit a certain market without too much slippage, especially on days when the exit doors get crowded.
To get an overview of trading volume in general, I have taken the listings of the ETF Master and added current average volume figures. The data is as of 4/1/2010, but be aware that those numbers are not static and are subject to change.
You can download the file in PDF format here or in Excel format at this link.