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Date Unmatched Bid Vol Unmatched Ask Volume Buy Orders Buy Volume (Shares) Avg buy volume per order Sell Orders Sell Volume (Shares) Avg sell volume per order Net buy - sell volume
12/8/2011 24,986,120 24,923,360 16,418 49,712,688 3,028 16,148 49,649,928 3,075 62,760
12/7/2011 26,158,990 25,431,500 15,850 52,007,192 3,281 17,563 51,279,700 2,920 727,490
12/6/2011 29,379,060 26,967,100 18,125 63,195,220 3,487 20,486 60,783,260 2,967 2,411,960
12/5/2011 40,336,872 12,781,420 19,968 71,963,808 3,604 14,467 44,408,360 3,070 27,555,450
12/2/2011 25,514,540 21,322,950 14,419 45,323,408 3,143 13,865 41,131,820 2,967 4,191,590
12/1/2011 21,576,550 20,707,550 13,995 39,220,000 2,802 12,669 38,351,000 3,027 869,000
11/30/2011 16,238,930 23,040,140 13,186 37,425,940 2,838 13,794 44,227,152 3,206 -6,801,210
11/29/2011 15,843,520 23,003,080 12,493 33,287,420 2,664 14,034 40,446,980 2,882 -7,159,560
11/28/2011 22,523,380 17,422,370 15,111 46,447,592 3,074 13,440 41,346,580 3,076 5,101,010
11/25/2011 17,846,090 20,277,860 12,632 34,958,312 2,767 13,064 37,390,080 2,862 -2,431,770
11/24/2011 16,779,910 26,284,790 13,200 36,592,200 2,772 15,611 46,097,080 2,953 -9,504,880
11/23/2011 22,927,420 22,233,540 15,026 44,103,320 2,935 14,408 43,409,440 3,013 693,880
11/22/2011 22,532,490 20,571,470 15,569 45,002,760 2,891 14,485 43,041,740 2,971 1,961,020
11/21/2011 22,195,280 19,422,600 12,842 40,631,808 3,164 13,033 37,859,128 2,905 2,772,680
11/18/2011 21,925,470 22,421,590 15,874 49,316,920 3,107 15,098 49,813,040 3,299 -496,120
11/17/2011 20,956,780 25,301,710 14,316 42,875,620 2,995 15,659 47,220,552 3,016 -4,344,930
11/16/2011 28,832,550 18,239,570 18,140 54,775,728 3,020 14,012 44,182,752 3,153 10,592,980
11/15/2011 17,655,750 22,129,500 16,432 44,619,368 2,715 13,930 49,093,120 3,524 -4,473,750
11/14/2011 14,877,610 25,815,180 15,198 42,007,848 2,764 15,662 52,945,420 3,381 -10,937,570
11/11/2011 15,932,540 27,807,390 14,549 37,807,792 2,599 14,583 49,682,640 3,407 -11,874,850