Explore the determinants of stock liquidity, including share volume and bid-ask spread, to understand how they affect trading ease and market impact.
The net volume is a technical indicator calculated by subtracting a security's uptick volume from its downtick volume over a specified period of time.
The volume-weighted average price, or VWAP, is the average price of a stock over a period of time, adjusted for the volume of those trades. Because of the volume component, VWAP assigns more weight to ...
Net volume refers to the difference between a financial instrument's up-volume and down-volume on a given day. It provides an estimate of whether more trading was completed on an up or down tick. In ...