BAC VWAP Table

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Volume-Weighted Average Price (VWAP) is a more comprehensive way to calculate the average price that a stock trades at over a given time frame. In the tables below, you can see minute-by-minute VWAP results for BAC stock, as well as summarized daily values. Additionally, you can view the VWAP data gathered in premarket trading or after hours trading. The Intermarket Sweep Order (ISO) is considered an aggressive marketable order that seeks immediate execution by sweeping the top of book of the lit exchanges. The ISO order can be an indication that a market participant is aggressively taking liquidity in a certain direction. Odd Lot trades are less than 100 shares and indicate smaller retail participation. TRF Trades are reported by dark pools to Trade Reporting Facilites and represent activity away from the mainstream or "lit" exchanges.

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Market-on-Close Order Imbalance
Date Time Type Buy
Volume
Sell
Volume
24-May-2019 3:50 PM BuyOnClose 472,100 0