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Date/Time: Fri, 29 Nov 2024 05:43:22 +0000



Post From: ask vol & bid vol

[2023-03-07 03:18:34]
ondafringe - Posts: 286
From a futures perspective (and my perspective):

Volume = bid volume + ask volume for that bar

Bid volume = total number of contracts traded at any bid price within that bar (bid price can fluctuate within that bar's time frame).

Ask volume = total number of contracts traded at any ask price within that bar (ask price can fluctuate within that bar's time frame).

Volume at the bid/ask doesn't necessarily indicate aggressive selling/buying unless one side begins to outpace the other.