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What is Trade Intensity?

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체결 강도

A ratio showing whether buy fills or sell fills dominated over a given period. Unlike resting quantity on the order book, it counts only what was actually filled, so it does not disappear through cancellations. When price rises but trade intensity does not follow, the rise is treated as one with thin participation.

Trade Intensityfilled at the bidfilled at the askthe ratio of which side accepted the price and filled first

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Trade Intensity meaning — Trading glossary | MarketSurfer