Support Board

Date/Time: Fri, 03 May 2024 09:09:22 +0000

Post From: A question on $SPX index

[2019-11-07 14:55:44] Link To Thread - Link To Post [Go To First Post]
User999647 - Posts: 38
Hi, I got $SPX index on my chart with Ask/Bid Volume Difference Bars study. One question on the bid ask volume of the index - how, say on a daily chart, are the bid and ask volume of the index calculated? Is it a weighted average of the index's constituent companies? Or is it bid ask volume on some kind of futures on SPX? To numerate, on 6th Nov 2019, $SPX has got bid volume of 11,582 and ask volume of 11,817. How are they calculated? Thanks