Ask Size

Ask Size

The number of shares in a stock that a potential seller is willing to sell in a given offer. For example, if the ask size is 1,000 shares, this means that the seller wishes to sell 1,000 shares at the stated price. See also: Bid Size.
References in periodicals archive ?
We also exclude the following trades and quotes to minimize data errors: 1) quotes if either the bid or ask price is non-positive; 2) quotes if either the bid size or the ask size is non-positive; 3) quotes if the bid-ask spread is greater than $5 or negative; 4) trades and quotes that are out of time sequence, involve an error, or involve a correction; 5) quotes associated with trading halts or designated order imbalance; 6) before-the-open and after-the-close trades and quotes; 7) trades whose price or volume is non-positive; 8) trade price, [p.sub.t], if |([p.sub.t] - [p.sub.t-1])/[p.sub.t-1]|> 0.1; and 9) ask quote, [a.sub.t], if |([a.sub.t] - [a.sub.t-1])/[a.sub.t-1]| > 0.1 and bid quote, [b.sub.t], if |([b.sub.t] - [b.sub.t-1])/[b.sub.t-1] | > 0.1.
The data contain every trade and inside-quote revision with their associated prices, volumes, and bid and ask sizes, as well as information for determining the stock's trading system (CATS or floor).