Buyer vs Seller Volume
Splitting executed volume by which side initiated the trade — aggression, not just activity.
What it means
Every trade has a passive side (the resting order) and an aggressive side (the one who crossed the spread to make it happen). Trades at the ask are buyer-initiated; trades at the bid are seller-initiated. Summing each side separately turns raw volume into a direction.
This split is the raw material for most tape-reading factors: imbalances in it show who is impatient — and impatience is information.
Why traders care
- Detects absorption: price flat while buy volume piles up means someone is selling into it — or vice versa.
- Leads price at turning points more often than price-only indicators.
In a TraderWe strategy
if BuyVol > SellVol * 3 and TradeAmount > 100000:
Buy()A second where buyers took 3× the seller volume with real money behind it.
Related terms
Educational content, not investment advice. Engine details describe how TraderWe computes this value; other platforms may define it differently.