CNC ***** Trading Summary 10/02/00 *****
Total Trades: 787
Volume: 1,728,400
Open price: 7.7500
High price: 7.8125
Low Price: 7.5625
Close price: 7.6250
Average price: 7.7328
Range: .2500
Trades at Best Ask price: 419
Volume at Best Ask price: 887200
% Trades at Best Ask price: 53.24%
% Volume at Best Ask price: 51.33%
Trades at Best Bid price: 313
Volume at Best Bid price: 705300
% Trades at Best Bid price: 39.77%
% Volume at Best Bid price: 40.81%
Trades in between: 55
Volume in between: 135900
% Trades in between price: 6.99%
% Volume in between price: 7.86%
Trades over Best Ask price: 0
Volume over Best Ask price: 0
% Trades over Best Ask price: 0.00%
% Volume over Best Ask price: 0.00%
Trades under Best Bid price: 0
Volume under Best Bid price: 0
% Trades under Best Bid price: 0.00%
% Volume under Best Bid price: 0.00%
Total times Best Ask updated: 227
Total times Best Ask moved up: 22
Total times Best Ask moved down: 22
Average Best Ask size: 26710
Largest Best Ask size: 130000
Total times Best Bid updated: 258
Total times Best Bid moved up: 20
Total times Best Bid moved down: 25
Average Best Bid size: 14059
Largest Best Bid size: 138700
10K-Block trades (26)
10/02/00 9:30:09 7.7500 78100 At Ask
10/02/00 9:30:23 7.7500 11700 In between
10/02/00 9:30:31 7.7500 36000 In between
10/02/00 9:39:40 7.7500 116700 At Ask
10/02/00 9:57:14 7.7500 45000 At Ask
10/02/00 9:59:08 7.7500 15400 At Ask
10/02/00 10:25:30 7.6875 13900 At Bid
10/02/00 11:03:37 7.7500 10000 At Ask
10/02/00 11:03:40 7.7500 25000 At Ask
10/02/00 12:00:01 7.7500 10000 At Bid
10/02/00 12:33:52 7.7500 45000 At Ask
10/02/00 12:34:09 7.7500 25000 In between
10/02/00 12:50:58 7.8125 20000 At Ask
10/02/00 13:11:17 7.8125 10000 At Ask
10/02/00 13:16:07 7.8125 10000 In between
10/02/00 13:27:58 7.7500 100000 At Bid
10/02/00 13:59:37 7.7500 20000 At Ask
10/02/00 14:15:01 7.7500 10000 At Ask
10/02/00 14:28:14 7.7500 10000 At Ask
10/02/00 14:32:25 7.6875 177700 At Bid
10/02/00 15:14:29 7.6875 10000 At Bid
10/02/00 15:21:25 7.7500 10000 At Ask
10/02/00 15:31:04 7.6875 10500 At Bid
10/02/00 15:31:13 7.6875 26300 At Bid
10/02/00 15:32:29 7.7500 108100 At Ask
10/02/00 16:00:15 7.6250 21000 At Ask
Price, Trades, Volume, %Trades, %Volume, Avg Size, %Days
7.5625,8,17200,1.02%,1.00%,2150
7.6250,27,55000,3.43%,3.18%,2037
7.6875,199,443500,25.29%,25.66%,2228
7.7500,440,1081900,55.91%,62.60%,2458
7.8125,113,130800,14.36%,7.57%,1157
15-Minute intervals
Time, Trades, Volume, %Trades, %Volume, $Avg
00:00
09:30 92 322000 11.69% 18.63% $7.7465
09:45 42 102000 5.34% 5.90% $7.7421
10:00 28 34500 3.56% 2.00% $7.7478
10:15 35 53400 4.45% 3.09% $7.7073
10:30 36 48800 4.57% 2.82% $7.7476
10:45 19 12000 2.41% 0.69% $7.7318
11:00 29 62800 3.68% 3.63% $7.7629
11:15 16 12200 2.03% 0.71% $7.7807
11:30 25 25700 3.18% 1.49% $7.7870
11:45 35 37000 4.45% 2.14% $7.7701
12:00 17 20200 2.16% 1.17% $7.7537
12:15 11 7700 1.40% 0.45% $7.7476
12:30 16 89100 2.03% 5.16% $7.7501
12:45 23 34800 2.92% 2.01% $7.8030
13:00 18 32000 2.29% 1.85% $7.7949
13:15 19 132000 2.41% 7.64% $7.7604
13:30 19 29500 2.41% 1.71% $7.7506
13:45 17 30000 2.16% 1.74% $7.7446
14:00 27 14000 3.43% 0.81% $7.7214
14:15 19 36500 2.41% 2.11% $7.7361
14:30 25 212100 3.18% 12.27% $7.6888
14:45 41 23400 5.21% 1.35% $7.7054
15:00 22 20100 2.80% 1.16% $7.7052
15:15 33 23700 4.19% 1.37% $7.7294
15:30 41 195600 5.21% 11.32% $7.7317
15:45 80 89700 10.17% 5.19% $7.6481
16:00 2 27600 0.25% 1.60% $7.6250 |
