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Date/Time: Thu, 27 Feb 2025 03:27:57 +0000



Post From: Numbers bar calculated values - Avg bid\ask volume per price

[2018-11-28 19:44:10]
John - SC Support - Posts: 38222
Which do you want to see - the Average Bid/Ask Volume per Price, or the Average Bid/Ask Non-Zero Volumes?

For example, if the Bid Volumes for a bar are 0, 5, 10, 0, 15 then the Average Bid/Ask Volume per Price would be 6 (30/5), but if you weren't interested in the zero volumes and wanted to know the average of the non-zero bids, you would get 10 (30/3).
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