Volume Calculation

Long, short, Bitcoin, forex - Plenty of alternate market disuccsion.
Post Reply
andyfuller
Posts: 4619
Joined: Wed Mar 25, 2009 12:23 pm

Does anyone know how Volume is calculated when looking at the daily volumes for individual shares?

If I bought 1 share would the volume be counted as 1 or double counted so show as 2, i.e the seller and the buyer?

TIA.
andyfuller
Posts: 4619
Joined: Wed Mar 25, 2009 12:23 pm

While I am at it - is there anyway of seeing historical daily volumes for specific shares?
User avatar
superfrank
Posts: 2762
Joined: Fri Aug 14, 2009 8:28 pm

Interactive Investor is a good site.

You can see the individual trades if you want to! http://www.iii.co.uk/investment/detail? ... ades&it=le
andyfuller
Posts: 4619
Joined: Wed Mar 25, 2009 12:23 pm

Cheers for those links but they don't seem to show what I am after.

I want to be able to see exactly what the volume was on say July 7th 2011, it is good to see the individual last 100 trades but not what I was after this time.

For example I can check the data today for say BET and can see the daily volume was 116,635 shares (was that actually 58,317.5 shares changing hands?) but what was it on say July 7th 2011.

Also guessing I have answered my own question above about the volume figure as I assume you can't trade half shares?

Interestingly, Betfair were responsible for 34.3% of today's total volume with their buy back activity, yet the price only rose 0.08%.
User avatar
Euler
Posts: 26426
Joined: Wed Nov 10, 2010 1:39 pm

My understanding it is that it is the volume traded. So if you offered me 100 shares and I bought them we have traded 100 shares.
andyfuller
Posts: 4619
Joined: Wed Mar 25, 2009 12:23 pm

Cheers for that Peter, makes sense as you can't trade part shares can you?

It is always a whole number and if it was double counted it would always be an even number which it isn't.

Anyone any ideas where you can see historical daily volume data though?
Will Sharpe
Posts: 68
Joined: Thu Jul 14, 2011 9:02 am

If it's the daily volume on an individual stock like BET you can get if for free at Yahoo (historical prices):

http://uk.finance.yahoo.com/q/hp?s=BET. ... f=2011&g=d

Using the link to the Yahoo charting earlier you can see the daily volumes on the interacitve chart by setting the time frame to a longer period like one year.

http://uk.finance.yahoo.com/echarts?s=B ... f;source=;

Hope it helps....
andyfuller
Posts: 4619
Joined: Wed Mar 25, 2009 12:23 pm

Thanks for the reply, that does the job I was after. Many thanks.
Post Reply

Return to “Trading Financial markets”