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Date/Time: Tue, 07 May 2024 03:02:19 +0000



Post From: How are off-exchange trades accounted for in Bid Ask Volume?

[2020-01-13 14:32:04]
User999647 - Posts: 38
Hello,

Stocks trading volume (for example Google's trading volume) includes trades happened on the exchange and trades happened off the exchange (for example dark pool). Off-exchange trading prices do not necessary need to be the same as the current bid or ask prices on the exchange.

As on Sierra Charts, say for a specific trading day, bid volume + ask volume = total trading volume, how are off exchange trades treated with respect to bid or ask volume?

For example, when the market bid ask prices for stock A are 100.1 and 100.2, an off exchange trade is executed by Goldman - the bank managed to sell 10,000 shares of A to a client at a price of 100. Are this 10,000 shares categorized as bid volume or ask volume?

Thanks.