EU Equity pre- and post-trade transparency regulation (LBF vol. 21) 2021/6.III.3:6.III.3 Volume and time of the trade

EU Equity pre- and post-trade transparency regulation (LBF vol. 21) 2021/6.III.3

6.III.3 Volume and time of the trade

Deze functie is alleen te gebruiken als je bent ingelogd.Deze functie is alleen te gebruiken als je bent ingelogd.Deze functie is alleen te gebruiken als je bent ingelogd.

Another variable of post-trade information is its volume. The volume refers to the size attached to the price of a completed trade. The volume can be attached to all sorts of post-trade information. For example, it can refer to the volume of the highest and lowest prices dealt on a venue for the whole of the preceding day of trading.1 Other examples are the volume of the last price at which the financial instrument was traded or the total amount of financial instruments traded during a given trading day (see screenshot below). The time of the trade (also: transaction) can, in addition to its volume, also be part of the post-trade information. The time of the transaction can refer to the time at which a specific, the latest, or a combination of transactions was concluded.2

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Source: DeGiro. Example of (1) the last price and (2) the entire volume traded in a given financial instrument as measured (3) and the time of the latest trade (in this case Galapagos as traded on Euronext Amsterdam).3

Deze functie is alleen te gebruiken als je bent ingelogd.