In the Market Depth, order specifications are amalgamated at each price level. That is, all orders at the same price are added together. Instead of one buy order for 500 QAN at $3.42 and another for 800 QAN at $3.42 etc, the screen shows one line for total QAN at $3.42. Sell orders and trades are treated the same way.
Each Market Depth screen shows the price level, quantity of shares and number of buyers/sellers.
| | | | | | | | | | 3.430 | -0.020  | -0.58 | 2,859,829 | 352 | 3.44 | 3.45 | 3.41 | | Last Traded 2,900 @ 3.430 - 14:06:06 |
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| | | Level | | Quantity | | | 1 | 7 | 150,959 | 3.420 | | 2 | 25 | 829,547 | 3.410 | | 3 | 23 | 410,083 | 3.400 | | 4 | 14 | 347,465 | 3.390 | | 5 | 16 | 197,357 | 3.380 | | 6 | 12 | 109,279 | 3.370 | | 7 | 17 | 108,326 | 3.360 | | 8 | 40 | 168,132 | 3.350 | | 9 | 12 | 54,089 | 3.340 | | 10 | 10 | 108,557 | 3.330 |
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| | Quantity | | Level | | 3.430 | 78,074 | 9 | 1 | | 3.440 | 122,417 | 11 | 2 | | 3.450 | 356,069 | 34 | 3 | | 3.460 | 297,509 | 19 | 4 | | 3.470 | 231,359 | 30 | 5 | | 3.480 | 321,934 | 48 | 6 | | 3.490 | 431,969 | 53 | 7 | | 3.500 | 624,059 | 153 | 8 | | 3.510 | 109,293 | 22 | 9 | | 3.520 | 114,111 | 26 | 10 | |
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This example shows Market Depth for Qantas (QAN) for 10 levels.
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