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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
1/12/2010 5,227,600 14,954,200 20,914 32,836,400 1,570 21,406 42,563,000 1,988 -9,726,600
1/11/2010 9,484,600 14,883,500 19,506 34,145,700 1,751 21,257 39,544,600 1,860 -5,398,900
1/8/2010 12,358,600 12,268,700 28,669 56,196,900 1,960 29,075 56,107,000 1,930 89,900
1/7/2010 13,879,700 14,696,700 25,742 50,565,400 1,964 27,373 51,382,400 1,877 -817,000
1/6/2010 10,311,400 21,575,600 23,923 51,884,700 2,169 36,412 63,148,900 1,734 -11,264,200
12/30/2009 13,032,643 4,591,043 22,712 42,096,600 1,853 19,830 33,655,000 1,697 8,441,600
12/29/2009 5,631,100 11,318,100 19,125 28,514,100 1,491 19,502 34,201,100 1,754 -5,687,000
12/28/2009 9,656,383 8,450,083 19,902 36,352,100 1,827 21,332 35,145,800 1,648 1,206,300
12/25/2009 17,767,380 2,965,780 19,063 39,094,400 2,051 12,955 24,292,800 1,875 14,801,600
12/24/2009 14,848,355 2,572,755 21,240 37,982,700 1,788 16,213 25,707,100 1,586 12,275,600
12/22/2009 6,448,750 9,389,450 15,555 31,023,300 1,994 21,965 33,964,000 1,546 -2,940,700
12/21/2009 14,956,900 181,800 13,690 29,813,300 2,178 9,151 15,038,200 1,643 14,775,100
12/18/2009 12,806,100 181,400 14,835 28,333,200 1,910 9,918 15,708,500 1,584 12,624,700
12/17/2009 7,683,900 3,660,200 15,302 27,062,100 1,769 12,240 23,038,400 1,882 4,023,700
12/16/2009 419,900 9,177,400 9,220 14,697,900 1,594 12,365 23,455,400 1,897 -8,757,500
12/15/2009 3,850,034 8,441,034 11,627 18,143,400 1,560 13,711 22,734,400 1,658 -4,591,000
12/11/2009 -86,984 7,482,916 10,968 17,482,500 1,594 13,316 25,052,400 1,881 -7,569,900
12/9/2009 253,300 7,744,600 12,447 18,976,300 1,525 13,270 26,467,600 1,995 -7,491,300
12/8/2009 4,494,579 9,555,479 12,904 18,211,400 1,411 13,555 23,272,300 1,717 -5,060,900
12/3/2009 8,822,400 8,962,100 16,913 27,584,800 1,631 15,696 27,724,500 1,766 -139,700