Questions tagged [trading-volume]

For questions related to volume of trade. Typically used in the context of Stocks trading, can be used for Options or other trades. Related tags are trading, trading-volume, online-trading.

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1answer
52 views

Don't Dark Pools affect the correct price discovery of certain securities?

Given the fact that the non-exchange trading has increased significantly (in volumes) especially in the past decade and also, the fact that the price at which the transactions happen here are hidden ...
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1answer
84 views

What is the trading cycle of the market?

What is the ebb and flow of the trading cycle and at what times of the day and week does most trading take place? Do Mondays typically start the week out with heavy trading and the market up and then ...
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2answers
56 views

Is there a relationship between Post Hours Trading Volume spikes and Options?

So, I have watched a short video (https://www.youtube.com/watch?v=lXRAhoNd-50) of Lawrence McMillan talking about trading options on or near expiration. He discuss that arbitrageurs says that they buy ...
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0answers
41 views

Tiny volume trades from Market Maker

I'm watching DVAX on Level II. For the past year and a half I've seen trades executed with normal volume (100, 200, 1500 shares). However, as of the new year, I've started seeing trading done in small ...
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2answers
200 views

How come stock price increase doesn't result in a volume increase as well?

If the stock goes up it means that more people are buying it right? So volume should be increasing along with stock price increase and vice versa, but that's not what is happening, why?
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1answer
61 views

Explanation of VWAP

I have some questions on (volume weighted average price): 1) I understand that it gives the average trade price of an asset for a specific time period but why is it important to know this when ...
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2answers
44 views

Is the limiting factor in the volume of the options market options sellers or option buyers?

For example, options trade volume is less than that of equities, and most option trading is concentrated amongst a small group of top companies. However, that doesn't mean that there are profitable ...
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2answers
62 views

How to estimate the trading liquidity of stocks when buying and selling?

Stocks with smaller market capitalisation sometimes have the potential for greater price growth. But when trying to invest the same amount of money as you would do with a mainstream share, your act of ...
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1answer
154 views

Yahoo Finance's cryptocurrency volume

What is the definition of "volume" in Yahoo Finance's data on BTC-USD and ETH-USD?
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1answer
1k views

What is a good measure of liquidity for a stock?

Some stocks are traded a lot and the price graph looks continuous. Others just jump all the time. Which metric could I use to filter the stocks that are not continuous? I don't think volume helps ...
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0answers
50 views

What does tick volume mean?

So the NASDAQ shows a tick volume of 400 each minute. Does this mean there are 400 positions whether they are sell or buy?
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1answer
55 views

Can large positions make the market move because of it on a short term?

The NASDAQ shows a Tick Volume of aprox 400 in a 1 minute time period, which I asume means 400 positions placed in one minute? What happens in the short term if someone decides to buy say 10,000 ...
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3answers
247 views

What is it called when a big player buys/sells so much volume of an asset that it changes the price?

Is there a term for when a big player buys/sells so much volume of an asset (stock, currency, gold, etc.) that it changes the price? Is there a name for this type of player? I want to know the ...
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1answer
33 views

executing fixed volume trades within fixed time

I happened to read an article about a problem which said that sometimes traders wants to liquidate their holdings within a fixed time period with minimum market impact. I read that how it can be done ...
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1answer
37 views

Volume Change comparitors

I've put together a little market addin for excel and have been asked by the person commissioning the plugin to add the Volume Change for the last minute. That was easy enough using my API (...
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2answers
480 views

Order book trading / low volume [closed]

In a stock exchange where there is low volume overall , can a trading strategy based on the order book be effective ? Given that you have all the executions and the best five bids and asks. Any ...
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1answer
108 views

What is the average reporting delay for trades reported through a TRF?

This is a follow-up question with regards to this question: Nasdaq vs Nasdaq Trade Reporting Facility As well as the answer here: https://quant.stackexchange.com/questions/30366/unexplained-empty-...
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2answers
130 views

Why the volume disparity between NUGT and DUST?

The volume of NUGT at ~47m is much higher than DUST at ~7m. Why do traders favor one ETF so overwhelmingly? Is this typical of ETF pairs or just a quirk of NUGT/DUST?
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1answer
82 views

Stock Volume and Trade Completion Question

If a stock is trading at volumes of 2.9 million (for example's sake). And you are looking to buy 500,000 shares. Will your order be filled to 100% immediately? In theory it should, it is being ...
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1answer
135 views

what does “mean of log percentage of trading volume of index”?

what does "mean of log percentage of trading volume of index"? if we have a pool of volume index, how do we calculate the above? Thanks for the help
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2answers
390 views

What is the term for the quantity (high price minus low price) for a stock?

I believe my professor called this variant price, but I am not certain. Is there a standard term?
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3answers
532 views

Open Interest vs Volume for Stock Options

Wanted to double check my intuition - What if there is only one trading day and the volume is smaller than the open interest on that one trading day. This is assuming there is no open interest before ...
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4answers
3k views

How to calculate how much a large stock position is really worth?

Let's say, completely hypothetically, that I own 1,000,000 shares in Company X, and their share price is exactly $10.00. Theoretically, this is worth $10 million, but obviously if I wanted to ...
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2answers
5k views

What is considered high or low when talking about volume?

I was reading this Investopedia article How To Use Volume To Improve Your Trading, which talks about high and low volumes. Does "high volume" mean high compared to itself in the past? Or compared to ...
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1answer
944 views

Why there's always a very huge volume of trades for AAPL every day before market close?

Unlike many other stocks, AAPL always trades at a very high volume before the market close. Is there any reason this happens? Or this is just by coincidence?
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3answers
29k views

super confused about bid and ask size. help

My understanding of the bid and ask size is very limited, so my first question is... What are some good books or videos that contain in depth info on how the bid and ask sizes work? ( surprisingly ...
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5answers
23k views

Why do stocks tend to trade at high volumes at the end of (or start) the trading day?

Not related to this question, I am asking why stocks seem to be traded at very high volumes right at the start and end of the trading day. Is this because these graphs factor in all of the premarket ...
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5answers
4k views

How might trading volume affect future share price?

I want to know how to determine the coming ups and downs in share price using the trading volume that can help me analysis for coming events. Is there any reasonable technique for this purpose? For ...
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1answer
1k views

What can we learn from when the trading volume is much higher/lower than average?

This one is less than 50% of its avg. value. This one is more than 3 times of its avg. value. Are there any indications from this information? Thanks,
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2answers
155 views

Large volume options sell

In Casino Royale, the villain trades put options worth USD 100 million and loses. My question is say if he had won, would he have been able to sell the USD 100 million worth of options? Say option ...
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3answers
2k views

Who Bought A Large Number Of Shares?

In general, I'm trying to find some information that I think might be reported in SEC filings or is otherwise in the public domain, but I do not know where to look. The scenario is best illustrated ...
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2answers
4k views

Does a large open interest with zero volume in an option give any clues to the trader

For a particular option, if Open interest has a positive value but volume is 0, does it give any clues to the investor? There are open contracts in that option for the underlying but how come the ...
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1answer
72 views

How to execute a stop only if it is hit at high volume?

If I want to put in a stop order but have the order executed only if the stop is hit at high volume, do I need to write my own algorithm and execute via a broker API? Or is there a online broker that ...
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1answer
250 views

How important is volume when choosing an exchange?

I'm investing some money in ETFs; buy and hold. My local currency is CHF. I have an account in Interactive Brokers. So far I've operated on the London Stock Exchange, which means I have to do a forex ...
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2answers
14k views

How to sell option with no volume

If there is no volume on options you want to buy/sell, should you do any transactions with those options? Here is my scenario: I recently bought two puts of an industry ETF. A few days later it ...
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3answers
7k views

How does one typically exit (close out) a large, in-the-money long put option position?

I'm long some puts on a stock that has dropped a great deal. I've made $400,000 on an investment of $100,000. The question is, how do I exit? I can't really sell the puts because there isn't enough ...
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2answers
2k views

Is there a difference between buying few shares of an expensive stock vs many shares of an inexpensive one?

My stock broker tends to discourage me from buying fewer than 100 shares of a given stock (an odd lot) even if the stock is more expensive, and would put my portfolio temporarily out of balance (which ...
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2answers
3k views

Why is the volume highest at the beginning and end of a trading day?

I have been looking at the charts of highly traded instruments like SPY and AAPL in Yahoo Finance and have noticed that their volumes are generally higher at the start and the end of each trading day. ...
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1answer
714 views

Do dark pools have to declare the volume transacted at the end of the day?

While dark pools can keep their transactions secret from the public exchanges during trading hours, are they required by regulation to declare the volume transacted after the market close at the end ...
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1answer
12k views

Why can low volume move a stock price drastically?

Over the summer on days with very low volume, there were substantial movement in the stock markets. Why is this? Is it because there aren't enough market forces in check to really give a correct ...
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4answers
20k views

Can we estimate the impact of a large buy order on the share price?

What I am trying to understand is: If we know the number of shares a company trades and the current price of the share, can we estimate what volume of trade that is required to move the share price in ...
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2answers
217 views

How to reconcile these contradictory statements about the effect of volume on stock price?

This link states: Sharp increases in price and sharp increases in volume can mean bulls have been exhausted, all buyers have bought and there is no one else but sellers; the result is bearish On ...
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1answer
323 views

What is the difference between FINRA share volume and NASDAQ share volume?

What is the difference between FINRA share volume and NASDAQ share volume? Why does the daily list published by FINRA have considerably less volume then the volume data published by NASDAQ. For ...
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3answers
5k views

How to trade large number of shares?

I'm a day-trader that trade stocks which have a minimum Avg. Daily Volume of 1M shares. Until now, and because of my "R" size, I've entered a positions relatively with a small number of shares (No ...
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2answers
8k views

How does anyone make significant money on very low volume stocks?

After getting some answers to a related question, I thought I'd post a follow-up. It seems that if there is a low-volume stock, even with significant daily swings in stock price (e.g. 10-15%), one ...
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5answers
51k views

Consequences of buying/selling a large number of shares for a low volume stock?

Out of curiosity, I've casually followed some penny stocks that trade for under a dollar a share, and find occasional swings up of 10-15%. One naive interpretation of this fact is that if I bought $...
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2answers
135 views

Contributing factors to historical increase in trading volume

How can the drastic increase in trading volume that begins in the early eighties and extends to the present day be explained? My guess is that advancement in technology has increased the speed and ...
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4answers
29k views

What is high trading volume in a stock indicative of? Is high liquidity a good thing or a bad thing?

At Investopedia - Average Daily Trading Volume - ADTV it says: If trading volume isn't very high, the security will tend to be less expensive because people are not as willing to buy it. But ...
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5answers
807 views

Is there a way to bet on the trade volume of a stock?

Say, stock ABC trades 100,000 shares per day. I feel strongly that in the near future it will trade 200,000 shares per day. Is there an instrument I can buy to profit on this? To be clear, I don't ...