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Hi smwinc
Just to clarify (I hope) as it appears you and brookwood are talking about two different things here. Brookwood is looking at the amount of volume being dealt at the ask price (I.e. offers being lifted) compared to volume being dealt at the bid price (i.e. bids being given). So when he (or she) says "negative volume delta" it means the volume dealing at the bid (bids being given) is greater than the volume being dealt at the ask (offers being lifted), not that volume is decreasing at a slower rate.
Brookwood - if it is I who am mistaken please let me know. |
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Thanks mate. Sorry, yes I was mistaken.