On my option board I added the Cleared Volume column. What does this value mean?
Modified on 2011/09/12 16:31 by Nate Ostrye (CTS) — Categorized as: Uncategorized
It is a number that some exchanges provide to us at the end of a trading session. The value is the total volume that was cleared for that market for the previous trading session, and so it should update once a day only. Total traded volume on the other hand is the total volume so far traded in the current trading session.