Table 9 Trade statistics
From: Probability of informed trading during the COVID-19 pandemic: the case of the Romanian stock market
Stocks | Average Trade Duration (minutes) | Average Trades per day | Average Trades per week* | Weekly volume | Average ASK** | Average BID* |
|---|---|---|---|---|---|---|
BRD | 4.7643 | 88 | 441 | 1,180,921.34 | 13.61 | 13.58 |
BVB | 40.1073 | 4 | 20 | 3878.75 | 24.32 | 24.11 |
COTE | 18.9323 | 12 | 60 | 4476.96 | 77.54 | 77.06 |
EL | 13.6951 | 22 | 109 | 206,637.48 | 10.57 | 10.49 |
OIL | 30.4341 | 4 | 21 | 211,560.32 | 18.87 | 18.70 |
M | 39.0968 | 5 | 25 | 10,579.90 | 17.36 | 17.20 |
SNG | 4.7032 | 90 | 448 | 633,345.52 | 31.27 | 31.19 |
SNN | 6.0658 | 44 | 220 | 245,410.57 | 15.69 | 15.65 |
SNP | 4.6120 | 95 | 474 | 44,458,800.02 | 0.35 | 0.35 |
TEL | 14.4467 | 16 | 82 | 42,785.22 | 20.22 | 20.10 |
TGN | 10.1810 | 22 | 111 | 7520.03 | 297.80 | 296.52 |
TLV | 2.5356 | 159 | 797 | 23,149,324.54 | 2.25 | 2.25 |