L2 Quote: MM on Bid : 15 MM on Ask : 14 MM ID Bid Size Time HDSN 0.0012 5000 09:15:04 SSGI 0.0012 5000 09:15:07 SBSH 0.0012 5000 09:53:14 NITE 0.0011 5000 07:31:35 JEFF 0.0011 5000 07:31:35 ABLE 0.0011 5000 07:41:51 DOMS 0.0011 5000 08:15:28 MAXM 0.0011 5000 08:35:42 HILL 0.0011 5000 08:38:48 UBSS 0.0011 5000 09:30:05 VERT 0.0010 5000 08:35:44 FRAN 0.0010 5000 08:59:20 SALI 0.0006 5000 09:15:08 MM ID Ask Size Time SSGI 0.0013 5000 09:15:07 HILL 0.0014 5000 08:38:48 SALI 0.0014 5000 09:15:08 ETRD 0.0015 5000 08:43:48 UBSS 0.0015 5000 09:30:05 ABLE 0.0016 5000 07:41:51 HDSN 0.0016 5000 09:15:04 SBSH 0.0016 5000 09:53:14 NITE 0.0017 5000 07:31:35 FRAN 0.0017 5000 08:59:20 DOMS 0.0020 5000 08:15:28 VERT 0.0020 5000 08:35:44 JEFF 0.0070 5000 07:31:35
I understand everything except the same size numbers (5000). I looked at finance.yahoo.com and there were realized trades with Volume 1,442,850 today. Some trades were for example with Volume 16500. I do not understand how is this possible when on the ask and bid size there is only volume 5000? Or number 5000 means something else?
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