can anyone explain to me what an "o" and "at" trade type are. i'm looking at the buys and sells page and don't know what these symbols represent. Many thanks from Cashcaptain.

jimmy b,

A volume weighted trade is where an institution tries to trade at the Voulme Weighted Average price at that time. On level 2 there is data known as the VWAP which is the volume weighted average price which in essence.

Ian

jimmy, the simple average price of trades of 10,000 at 10p, 1,000 at 11p, and 2,000 at 12p is

(10+11+12)/3 = 11p

whereas the volume weighted average price is

((10*10000)+(11*1000)+(12*2000))/(10000+1000+2000) = 10.38p

i.e. the average is weighted towards the larger trades.