Pricing information

• Buy Volume 645,847 This is a total volume or number of shares advertised as 'buy' orders in the left column.
  
• Depth 56 Total number of individual orders in the 'buy' column.
  
• Avg Size 11,532 Buy volume divided by Depth.
  
• Sell Volume 601,702 This is a total volume or number of shares advertised as 'sell' orders in the left column.
  
• Depth 154 Total number of individual orders in the 'sell' column.
  
• Avg Size 3,907 Sell volume divided by Depth.

• 1 (L) and 3 (R) Number of buy and sell orders at the best price. In this case its actually 1 on the 'buy' (left side) and 3 on the 'sell' side (right side).
  
  
• 9,661 (L) and 62,482 (R) Total Volume at best price. 9,661 are available on the 'buy' side and 62,482 are available on the 'sell' side.
  
  
• 1746-1747 Best prices: the best price for a specific security, determined by the current orders on the order book. So the best available price if you wanted to execute a sale to a 'buyer' ( left side ) would be 1746. If you were a buyer the best or cheapest price you would pay is 1747 from a 'seller'.