***** Trading Summary 08/17/00 *****
Total Trades: 2786
Volume: 4,955,300
Open price: 7.3125
High price: 7.4375
Low Price: 6.9375
Close price: 7.0000
Average price: 7.1419
Range: .5000
Trades at Best Ask price: 1287
Volume at Best Ask price: 2185100
% Trades at Best Ask price: 46.20%
% Volume at Best Ask price: 44.10%
Trades at Best Bid price: 1254
Volume at Best Bid price: 1829600
% Trades at Best Bid price: 45.01%
% Volume at Best Bid price: 36.92%
Trades in between: 108
Volume in between: 139800
% Trades in between price: 3.88%
% Volume in between price: 2.82%
Trades over Best Ask price: 11
Volume over Best Ask price: 232000
% Trades over Best Ask price: 0.39%
% Volume over Best Ask price: 4.68%
Trades under Best Bid price: 126
Volume under Best Bid price: 568800
% Trades under Best Bid price: 4.52%
% Volume under Best Bid price: 11.48%
Total times Best Ask updated: 277
Total times Best Ask moved up: 43
Total times Best Ask moved down: 49
Average Best Ask size: 1378
Largest Best Ask size: 8500
Total times Best Bid updated: 369
Total times Best Bid moved up: 55
Total times Best Bid moved down: 60
Average Best Bid size: 3217
Largest Best Bid size: 28900
10K-Block trades (77)
08/17/00 9:31:37 7.2500 14000 Under Bid
08/17/00 9:34:18 7.2500 25000 Under Bid
08/17/00 9:34:44 7.3750 10000 At Ask
08/17/00 9:36:43 7.3125 25000 At Bid
08/17/00 9:36:46 7.3750 11000 At Ask
08/17/00 9:40:46 7.3750 10000 At Ask
08/17/00 9:48:08 7.3750 15000 At Ask
08/17/00 9:51:20 7.3750 15000 At Ask
08/17/00 9:52:49 7.3125 339200 Under Bid
08/17/00 9:52:58 7.3750 339200 At Ask
08/17/00 10:14:13 7.3750 10000 Over Ask
08/17/00 10:35:00 7.3125 25000 At Bid
08/17/00 10:40:23 7.3125 10000 In between
08/17/00 10:43:55 7.3125 100000 At Ask
08/17/00 10:44:08 7.3750 100000 Over Ask
08/17/00 10:44:49 7.2812 10000 At Bid
08/17/00 10:58:02 7.3125 10000 Over Ask
08/17/00 11:01:17 7.2500 10000 At Ask
08/17/00 11:01:31 7.2500 12000 At Ask
08/17/00 11:02:20 7.2500 25000 At Ask
08/17/00 11:17:06 7.2500 50000 Over Ask
08/17/00 11:17:21 7.1875 50000 At Ask
08/17/00 11:17:32 7.1875 50000 At Ask
08/17/00 11:17:42 7.1250 10000 At Bid
08/17/00 11:18:04 7.1250 10000 At Bid
08/17/00 11:37:31 7.0625 10000 At Bid
08/17/00 11:41:53 7.0000 10000 Under Bid
08/17/00 11:45:28 7.0312 25000 In between
08/17/00 11:47:39 7.0000 10000 At Bid
08/17/00 11:51:19 7.0000 18000 At Bid
08/17/00 11:54:46 7.0000 10000 At Bid
08/17/00 11:54:56 7.0625 50000 Over Ask
08/17/00 11:55:10 7.0625 50000 At Ask
08/17/00 11:55:47 7.0000 100000 At Bid
08/17/00 11:55:49 7.0000 10000 At Bid
08/17/00 12:20:38 7.0000 10000 At Ask
08/17/00 12:21:13 7.0000 10000 At Ask
08/17/00 12:22:26 7.0000 10000 At Ask
08/17/00 12:26:27 7.0000 10000 At Bid
08/17/00 12:30:34 7.0625 10000 At Ask
08/17/00 12:31:23 7.0312 25000 At Bid
08/17/00 12:32:01 7.0000 10000 Under Bid
08/17/00 12:39:58 7.0000 15000 Under Bid
08/17/00 12:43:17 7.0312 25000 At Bid
08/17/00 13:00:52 7.0625 50000 At Ask
08/17/00 13:01:24 7.0000 50000 Under Bid
08/17/00 13:03:26 7.0312 10000 At Bid
08/17/00 13:05:27 7.0312 50000 At Ask
08/17/00 13:05:38 7.0000 25000 At Ask
08/17/00 13:05:56 7.0000 15000 At Ask
08/17/00 13:07:13 7.0000 10000 At Ask
08/17/00 13:25:43 7.0625 14200 At Ask
08/17/00 13:26:01 7.0000 25000 At Bid
08/17/00 13:29:22 7.0625 15000 At Ask
08/17/00 13:29:30 7.0625 10000 At Ask
08/17/00 13:29:55 7.0000 10000 At Bid
08/17/00 13:47:17 7.0000 10000 At Bid
08/17/00 13:50:40 7.0000 10000 At Bid
08/17/00 13:54:08 7.0000 10000 Under Bid
08/17/00 13:57:54 7.0000 16500 At Bid
08/17/00 14:04:05 7.0000 10000 At Bid
08/17/00 14:14:30 7.0000 10000 Under Bid
08/17/00 14:24:58 6.9688 23200 At Bid
08/17/00 14:32:29 7.0000 10000 At Bid
08/17/00 15:09:11 7.0625 100000 At Ask
08/17/00 15:09:29 7.0312 100000 At Bid
08/17/00 15:10:01 7.0000 10000 Under Bid
08/17/00 15:18:48 7.0000 20000 At Bid
08/17/00 15:24:32 7.0000 10000 At Bid
08/17/00 15:31:22 7.0000 20000 At Bid
08/17/00 15:34:00 7.0312 10000 At Ask
08/17/00 15:42:14 7.0000 15000 At Bid
08/17/00 15:50:40 7.0000 14000 At Bid
08/17/00 15:52:45 7.0000 85000 At Bid
08/17/00 15:53:04 7.0312 85000 At Ask
08/17/00 15:57:50 7.0000 17000 At Bid
08/17/00 15:58:04 7.0000 16000 At Bid
Price, Trades, Volume, %Trades, %Volume, Avg Size
6.9375,24,14700,0.86%,0.30%,612
6.9688,35,44900,1.26%,0.91%,1282
7.0000,817,1377200,29.33%,27.79%,1685
7.0312,507,711100,18.20%,14.35%,1402
7.0625,382,661600,13.71%,13.35%,1731
7.0938,36,22800,1.29%,0.46%,633
7.1250,197,246200,7.07%,4.97%,1249
7.1562,1,100,0.04%,0.00%,100
7.1875,12,105500,0.43%,2.13%,8791
7.2188,41,19500,1.47%,0.39%,475
7.2500,118,236200,4.24%,4.77%,2001
7.2812,45,34400,1.62%,0.69%,764
7.3125,166,651200,5.96%,13.14%,3922
7.3438,74,42500,2.66%,0.86%,574
7.3750,264,737700,9.48%,14.89%,2794
7.4062,5,2500,0.18%,0.05%,500
7.4375,62,47200,2.23%,0.95%,761
15-Minute intervals
Time, Trades, Volume, %Trades, %Volume, $Avg
00:00
09:30 191 252200 6.86% 5.09% $7.3355
09:45 114 775900 4.09% 15.66% $7.3487
10:00 82 78800 2.94% 1.59% $7.3816
10:15 96 83700 3.45% 1.69% $7.3571
10:30 108 349700 3.88% 7.06% $7.3284
10:45 94 77600 3.37% 1.57% $7.2772
11:00 122 129100 4.38% 2.61% $7.2243
11:15 139 322000 4.99% 6.50% $7.1618
11:30 138 156100 4.95% 3.15% $7.0793
11:45 148 381100 5.31% 7.69% $7.0231
12:00 63 39300 2.26% 0.79% $7.0283
12:15 194 204100 6.96% 4.12% $7.0095
12:30 100 181000 3.59% 3.65% $7.0430
12:45 52 45800 1.87% 0.92% $7.0526
13:00 151 324700 5.42% 6.55% $7.0164
13:15 69 125900 2.48% 2.54% $7.0223
13:30 69 63800 2.48% 1.29% $7.0258
13:45 75 123200 2.69% 2.49% $7.0288
14:00 60 75400 2.15% 1.52% $7.0145
14:15 91 94900 3.27% 1.92% $6.9974
14:30 70 75300 2.51% 1.52% $7.0181
14:45 62 65700 2.23% 1.33% $7.0314
15:00 81 266300 2.91% 5.37% $7.0445
15:15 101 138400 3.63% 2.79% $7.0046
15:30 157 194800 5.64% 3.93% $7.0050
15:45 158 330000 5.67% 6.66% $7.0162
16:00 1 500 0.04% 0.01% $7.0000 |
