Hi nortiba sneerch,
I like the tone of your previous post, particularly your comments around COS...I have a stats, IT and market research background so this approach seems obvious to me as a means to maximise trade execution opportunities.
I am currently developing some tools via Iress DDE for Excel and are looking for analysis ideas to experiment with.
For example
- analysing the cumulative freq distributions of market depth
- analysis composition of Couase of Sales. i.e avg trade volume in total and excluding bot trades and time of day variations...
Would like to pickup some ideas from you if you are willing...
email me at [email protected] is you are interested in discussing further.
Bassmann
under 14, page-18
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Last
$31.15 |
Change
-0.070(0.22%) |
Mkt cap ! $92.77B | |||
| Open | High | Low | Value | Volume |
| $31.25 | $31.31 | $31.03 | $118.2M | 3.792M |
Buyers (Bids)
| No. | Vol. | Price($) |
|---|---|---|
| 3 | 34378 | $31.15 |
Sellers (Offers)
| Price($) | Vol. | No. |
|---|---|---|
| $31.16 | 3581 | 1 |
View Market Depth
| Last trade - 16.10pm 31/10/2024 (20 minute delay) ? |
| ANZ (ASX) Chart |