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
12/2/2009 374,900 11,988,600 15,384 24,013,200 1,561 20,601 35,626,900 1,729 -11,613,700
12/1/2009 13,594,000 2,293,200 19,947 34,643,800 1,737 12,448 23,343,000 1,875 11,300,800
11/30/2009 14,274,100 1,829,100 20,270 36,025,200 1,777 12,266 23,580,200 1,922 12,445,000
11/23/2009 6,970,800 13,226,900 17,747 29,790,700 1,679 18,961 36,046,800 1,901 -6,256,100
11/19/2009 18,587,496 12,200,996 19,711 45,181,900 2,292 21,270 38,795,400 1,824 6,386,500
11/17/2009 15,223,200 14,336,800 17,730 37,192,500 2,098 20,615 36,306,100 1,761 886,400
11/16/2009 17,203,700 10,698,800 18,565 42,523,000 2,290 19,854 36,018,100 1,814 6,504,900
11/12/2009 18,398,800 10,271,300 19,517 41,505,500 2,127 17,822 33,378,000 1,873 8,127,500
11/9/2009 1,505,100 18,963,000 13,086 22,556,900 1,724 20,363 40,014,800 1,965 -17,457,900
11/6/2009 12,442,900 16,652,700 23,035 47,087,200 2,044 25,008 51,297,000 2,051 -4,209,800
11/5/2009 29,852,800 5,257,400 27,999 62,079,300 2,217 16,890 37,483,900 2,219 24,595,400
11/4/2009 22,288,100 10,368,400 26,544 59,286,800 2,234 21,453 47,367,100 2,208 11,919,700
11/2/2009 4,375,300 18,996,600 19,035 36,753,400 1,931 23,175 51,374,700 2,217 -14,621,300
10/30/2009 27,506,900 10,669,000 31,410 69,124,096 2,201 21,283 52,286,200 2,457 16,837,900
10/29/2009 8,638,400 18,887,500 27,086 50,693,600 1,872 26,504 60,942,700 2,299 -10,249,100
10/28/2009 22,773,500 18,476,500 30,809 60,519,900 1,964 23,076 56,222,900 2,436 4,297,000
10/23/2009 11,295,200 33,709,100 34,701 78,532,400 2,263 47,363 100,946,304 2,131 -22,413,900
10/22/2009 31,755,700 21,321,700 36,854 97,279,696 2,640 40,662 86,845,696 2,136 10,434,000
10/21/2009 37,395,432 14,198,830 37,525 95,262,600 2,539 34,136 72,066,000 2,111 23,196,600
10/20/2009 40,434,400 12,136,600 37,101 93,029,504 2,507 27,556 64,731,700 2,349 28,297,800