***** Trading Summary 08/18/00 *****
Total Trades: 2276
Volume: 2,612,800
Open price: 7.0938
High price: 7.1250
Low Price: 6.8125
Close price: 6.8750
Average price: 6.9975
Range: .3125
Trades at Best Ask price: 1184
Volume at Best Ask price: 1284900
% Trades at Best Ask price: 52.02%
% Volume at Best Ask price: 49.18%
Trades at Best Bid price: 934
Volume at Best Bid price: 908900
% Trades at Best Bid price: 41.04%
% Volume at Best Bid price: 34.79%
Trades in between: 101
Volume in between: 131700
% Trades in between price: 4.44%
% Volume in between price: 5.04%
Trades over Best Ask price: 29
Volume over Best Ask price: 79400
% Trades over Best Ask price: 1.27%
% Volume over Best Ask price: 3.04%
Trades under Best Bid price: 28
Volume under Best Bid price: 207900
% Trades under Best Bid price: 1.23%
% Volume under Best Bid price: 7.96%
Total times Best Ask updated: 238
Total times Best Ask moved up: 37
Total times Best Ask moved down: 43
Average Best Ask size: 2071
Largest Best Ask size: 9800
Total times Best Bid updated: 300
Total times Best Bid moved up: 45
Total times Best Bid moved down: 48
Average Best Bid size: 3546
Largest Best Bid size: 19400
10K-Block trades (23)
08/18/00 9:38:52 7.1250 10000 Over Ask
08/18/00 9:44:21 7.0625 20000 At Bid
08/18/00 10:16:04 7.0625 10000 At Ask
08/18/00 10:16:57 7.0000 25000 Under Bid
08/18/00 10:25:41 7.1250 23400 At Ask
08/18/00 10:25:52 7.0625 20000 At Bid
08/18/00 10:45:00 7.0625 25000 At Ask
08/18/00 10:47:11 7.0312 14200 In between
08/18/00 10:50:20 7.0000 20000 At Bid
08/18/00 11:13:16 7.0000 25000 At Bid
08/18/00 12:57:07 6.9062 23400 At Bid
08/18/00 12:58:53 6.9688 10400 At Ask
08/18/00 12:58:57 6.9688 10400 At Ask
08/18/00 13:02:08 7.0000 50000 Over Ask
08/18/00 13:59:07 6.9375 20000 At Bid
08/18/00 14:20:29 6.9375 20000 Under Bid
08/18/00 14:22:12 6.9375 50000 Under Bid
08/18/00 14:47:16 7.0000 10000 At Ask
08/18/00 14:47:38 6.9375 50000 Under Bid
08/18/00 15:13:34 6.9375 50000 Under Bid
08/18/00 15:13:39 7.0000 48600 At Ask
08/18/00 15:30:13 7.0000 100000 At Ask
08/18/00 15:55:09 6.8750 20000 At Bid
Price, Trades, Volume, %Trades, %Volume, Avg Size
6.8125,1,1000,0.04%,0.04%,1000
6.8750,64,61900,2.81%,2.37%,967
6.9062,57,57900,2.50%,2.22%,1015
6.9375,351,505600,15.42%,19.35%,1440
6.9688,280,252700,12.30%,9.67%,902
7.0000,863,1073700,37.92%,41.09%,1244
7.0312,137,122500,6.02%,4.69%,894
7.0625,328,369000,14.41%,14.12%,1125
7.0938,74,51600,3.25%,1.97%,697
7.1250,121,116900,5.32%,4.47%,966
15-Minute intervals
Time, Trades, Volume, %Trades, %Volume, $Avg
00:00
09:30 134 115900 5.89% 4.44% $7.0833
09:45 80 56900 3.51% 2.18% $7.0737
10:00 78 48800 3.43% 1.87% $7.0418
10:15 136 217400 5.98% 8.32% $7.0755
10:30 78 58100 3.43% 2.22% $7.0819
10:45 91 125600 4.00% 4.81% $7.0425
11:00 150 185900 6.59% 7.11% $7.0145
11:15 91 90200 4.00% 3.45% $7.0024
11:30 65 41000 2.86% 1.57% $6.9972
11:45 39 47400 1.71% 1.81% $7.0103
12:00 79 107800 3.47% 4.13% $6.9930
12:15 93 74500 4.09% 2.85% $6.9703
12:30 49 47500 2.15% 1.82% $6.9521
12:45 81 135600 3.56% 5.19% $6.9355
13:00 51 79700 2.24% 3.05% $6.9828
13:15 67 78000 2.94% 2.99% $6.9772
13:30 82 52500 3.60% 2.01% $6.9639
13:45 97 91800 4.26% 3.51% $6.9791
14:00 45 27400 1.98% 1.05% $6.9778
14:15 116 168400 5.10% 6.45% $6.9726
14:30 78 41800 3.43% 1.60% $6.9900
14:45 78 152300 3.43% 5.83% $6.9791
15:00 69 170900 3.03% 6.54% $6.9794
15:15 79 65200 3.47% 2.50% $6.9671
15:30 102 188400 4.48% 7.21% $6.9754
15:45 158 137900 6.94% 5.28% $6.9176
16:00 10 5900 0.44% 0.23% $6.8750 |
