Re: Very high volume on U.S. side
in response to
by
posted on
Mar 07, 2016 11:28AM
Probably because the seller from Credit Suisse is using a US-based trading house as the initiator.
Trading activity over the last month for Credit Suisse (broker 72) on PTK.V (including ATS volume)
Broker Positions for C:PTK Broker #72 from 20160208 to 20160307 |
20160208 | 2,850 | 2,935 | 1.03 | 0 | 2,850 | 2,850 | -2,935 | -2,935 | ||
20160209 | 300 | 306 | 1.02 | 0 | 300 | 3,150 | -306 | -3,241 | ||
20160210 | 600 | 606 | 1.01 | 1,000 | 1,020 | 1.02 | -400 | 2,750 | 414 | -2,827 |
20160211 | 0 | 2,365 | 2,365 | 1.00 | -2,365 | 385 | 2,365 | -462 | ||
20160212 | 9,300 | 9,486 | 1.02 | 0 | 9,300 | 9,685 | -9,486 | -9,948 | ||
20160216 | 10,500 | 10,960 | 1.044 | 999 | 1,048 | 1.049 | 9,501 | 19,186 | -9,912 | -19,860 |
20160217 | 34,500 | 35,755 | 1.036 | 6,600 | 6,581 | 0.997 | 27,900 | 47,086 | -29,174 | -49,034 |
20160218 | 18,999 | 19,138 | 1.007 | 3,000 | 3,060 | 1.02 | 15,999 | 63,085 | -16,078 | -65,112 |
20160219 | 5,200 | 5,254 | 1.01 | 0 | 5,200 | 68,285 | -5,254 | -70,366 | ||
20160222 | 6,500 | 6,630 | 1.02 | 0 | 6,500 | 74,785 | -6,630 | -76,996 | ||
20160223 | 0 | 1,000 | 1,010 | 1.01 | -1,000 | 73,785 | 1,010 | -75,986 | ||
20160224 | 6,000 | 5,980 | 0.997 | 79,500 | 78,945 | 0.993 | -73,500 | 285 | 72,965 | -3,021 |
20160225 | 0 | 9,400 | 9,322 | 0.992 | -9,400 | -9,115 | 9,322 | 6,301 | ||
20160226 | 26,495 | 26,431 | 0.998 | 25,000 | 24,750 | 0.99 | 1,495 | -7,620 | -1,681 | 4,620 |
20160229 | 0 | 10,737 | 10,768 | 1.003 | -10,737 | -18,357 | 10,768 | 15,388 | ||
20160302 | 0 | 1,000 | 1,000 | 1.00 | -1,000 | -19,357 | 1,000 | 16,388 | ||
20160303 | 0 | 53,787 | 54,416 | 1.012 | -53,787 | -73,144 | 54,416 | 70,804 | ||
20160304 | 5,450 | 5,613 | 1.03 | 2,000 | 2,040 | 1.02 | 3,450 | -69,694 | -3,573 | 67,231 |
20160307 | 2,400 | 2,400 | 1.00 | 459,572 | 454,337 | 0.989 | -457,172 | -526,866 | 451,937 | 519,168 |
TOTAL | 129,094 | 131,494 | 1.019 | 655,960 | 650,662 | 0.992 | -526,866 | 519,168 |
Now take a look at POETF volume over the same period. Strong correlation between days when Credit Suisse was active and higher volume on POETF