***** Trading Summary 11/02/00 *****
Total Trades: 1384
Volume: 3,008,600
Open price: 6.8750
High price: 7.4375
Low Price: 6.8125
Close price: 7.0625
Average price: 7.1318
Range: .6250
Trades at Best Ask price: 680
Volume at Best Ask price: 1358000
% Trades at Best Ask price: 49.13%
% Volume at Best Ask price: 45.14%
Trades at Best Bid price: 505
Volume at Best Bid price: 1167300
% Trades at Best Bid price: 36.49%
% Volume at Best Bid price: 38.80%
Trades in between: 170
Volume in between: 342600
% Trades in between price: 12.28%
% Volume in between price: 11.39%
Trades over Best Ask price: 27
Volume over Best Ask price: 138600
% Trades over Best Ask price: 1.95%
% Volume over Best Ask price: 4.61%
Trades under Best Bid price: 2
Volume under Best Bid price: 2100
% Trades under Best Bid price: 0.14%
% Volume under Best Bid price: 0.07%
Total times Best Ask updated: 482
Total times Best Ask moved up: 49
Total times Best Ask moved down: 42
Average Best Ask size: 22220
Largest Best Ask size: 165400
Total times Best Bid updated: 454
Total times Best Bid moved up: 43
Total times Best Bid moved down: 42
Average Best Bid size: 13740
Largest Best Bid size: 120000
10K-Block trades (56)
11/02/00 9:32:47 6.8750 49000 Over Ask
11/02/00 9:52:29 7.0000 10000 At Ask
11/02/00 10:18:32 7.0625 10000 At Bid
11/02/00 10:20:36 7.1250 50000 At Ask
11/02/00 10:22:33 7.1250 20000 At Bid
11/02/00 10:40:05 7.1875 16500 In between
11/02/00 10:45:27 7.2500 60000 At Ask
11/02/00 10:45:29 7.2500 60000 At Ask
11/02/00 10:45:29 7.2500 60000 At Ask
11/02/00 10:45:35 7.2500 11600 At Ask
11/02/00 10:45:49 7.1875 18800 At Bid
11/02/00 10:50:50 7.1875 23700 At Bid
11/02/00 10:57:03 7.1250 50000 At Bid
11/02/00 10:57:15 7.1250 48500 At Bid
11/02/00 10:58:43 7.1250 10000 At Bid
11/02/00 10:59:13 7.1250 10000 At Bid
11/02/00 10:59:32 7.1250 11200 At Bid
11/02/00 11:00:35 7.1250 10000 At Ask
11/02/00 11:05:42 7.0625 10000 At Bid
11/02/00 11:07:05 7.0000 11300 At Bid
11/02/00 11:12:41 7.0000 10000 At Ask
11/02/00 11:15:17 6.9375 25000 At Bid
11/02/00 11:16:42 6.9375 15000 At Bid
11/02/00 11:49:28 7.0000 11600 At Bid
11/02/00 12:12:51 7.0000 10000 At Bid
11/02/00 12:22:27 7.0625 10000 At Ask
11/02/00 13:11:11 7.0000 10000 At Bid
11/02/00 14:00:09 7.0000 10000 At Bid
11/02/00 14:10:38 7.0625 21000 At Bid
11/02/00 14:12:18 7.0625 11000 At Ask
11/02/00 14:13:18 7.0625 21600 In between
11/02/00 14:18:14 7.0625 10000 At Ask
11/02/00 14:22:22 7.1250 47900 Over Ask
11/02/00 14:24:23 7.1250 10000 In between
11/02/00 14:24:49 7.1250 13300 In between
11/02/00 14:24:58 7.1250 15000 In between
11/02/00 14:30:55 7.1250 20700 In between
11/02/00 14:52:48 7.0625 13500 In between
11/02/00 14:55:55 7.1250 10000 At Ask
11/02/00 14:56:53 7.1250 10000 At Ask
11/02/00 14:58:40 7.1875 10000 At Ask
11/02/00 15:13:40 7.1875 10000 At Ask
11/02/00 15:15:52 7.1875 10000 At Ask
11/02/00 15:15:56 7.1250 200000 At Bid
11/02/00 15:16:30 7.2500 19000 At Ask
11/02/00 15:16:33 7.2500 25000 At Ask
11/02/00 15:16:36 7.2500 14000 Over Ask
11/02/00 15:20:17 7.2500 75000 At Ask
11/02/00 15:33:14 7.3750 10000 At Bid
11/02/00 15:34:43 7.3750 12600 At Ask
11/02/00 15:38:29 7.3125 17100 At Bid
11/02/00 15:41:56 7.2500 10000 In between
11/02/00 15:49:33 7.0625 14400 At Bid
11/02/00 15:49:46 7.1250 10000 In between
11/02/00 15:52:29 7.1250 10000 At Ask
11/02/00 16:00:49 7.0625 24400 At Bid
Price, Trades, Volume, %Trades, %Volume, Avg Size, %Days
6.8125,3,2100,0.22%,0.07%,700
6.8750,52,103300,3.76%,3.43%,1986
6.9375,66,112100,4.77%,3.73%,1698
6.9688,3,5600,0.22%,0.19%,1866
7.0000,311,407200,22.47%,13.53%,1309
7.0312,3,1600,0.22%,0.05%,533
7.0625,292,446600,21.10%,14.84%,1529
7.0938,3,800,0.22%,0.03%,266
7.1250,217,816700,15.68%,27.15%,3763
7.1875,148,329700,10.69%,10.96%,2227
7.2188,2,1400,0.14%,0.05%,700
7.2500,135,478100,9.75%,15.89%,3541
7.3125,68,145200,4.91%,4.83%,2135
7.3750,68,148300,4.91%,4.93%,2180
7.4375,13,9900,0.94%,0.33%,761
15-Minute intervals
Time, Trades, Volume, %Trades, %Volume, $Avg
00:00
09:30 62 111100 4.48% 3.69% $6.8785
09:45 102 137400 7.37% 4.57% $6.9972
10:00 55 66100 3.97% 2.20% $7.0660
10:15 74 192300 5.35% 6.39% $7.1249
10:30 66 99100 4.77% 3.29% $7.1865
10:45 98 484400 7.08% 16.10% $7.2001
11:00 75 121200 5.42% 4.03% $7.0241
11:15 40 73000 2.89% 2.43% $6.9471
11:30 43 46900 3.11% 1.56% $6.9849
11:45 34 42300 2.46% 1.41% $7.0202
12:00 37 52500 2.67% 1.74% $7.0275
12:15 37 50800 2.67% 1.69% $7.0424
12:30 36 35000 2.60% 1.16% $7.0778
12:45 11 10300 0.79% 0.34% $7.0850
13:00 24 47900 1.73% 1.59% $7.0324
13:15 23 25900 1.66% 0.86% $7.0010
13:30 27 22500 1.95% 0.75% $6.9879
13:45 25 35900 1.81% 1.19% $6.9987
14:00 31 88900 2.24% 2.95% $7.0581
14:15 51 145100 3.68% 4.82% $7.1178
14:30 35 55700 2.53% 1.85% $7.0999
14:45 38 82200 2.75% 2.73% $7.1234
15:00 40 80700 2.89% 2.68% $7.1717
15:15 141 537300 10.19% 17.86% $7.2273
15:30 96 212000 6.94% 7.05% $7.3232
15:45 80 124400 5.78% 4.13% $7.1193
16:00 3 27700 0.22% 0.92% $7.0625 |
