Apunter2 & Weathergeek23 Sep 2020 10:06
Gents,
re the data you are compiling.
Last night i did my usual probing into late reported trades.
The following is what i understand. (and i may be wrong)
The trades reported on Tuesday 22nd Sept that were delayed from Monday 21st Sept accounted thus:
LISTED AS SELLS VOLUME 86,582,558
LISTED AS SELLS VALUE £612,020.00
LISTED AS BUYS VOLUME 126,713,670
LISTED AS BUYS VALUE £1,118,720.00
AGGREGATE VOLUME 213,296,228
AGGREGATE VALUE £1,730,740.00
I know the issue with buys/sells mid point etc, but regardless of which way you look at them, they are trades.
Neil