Definition
#Measures how the current average sell trade size compares with the current average total trade size in the same rolling window.
Formula & calculation
#(Avg Sell Trade Size / Avg Total Trade Size) × 100Units & range
%.
Interpretation
#Sell trades are arriving heavier than the current session average. Above 100%, sell executions are the larger clips in the window. A pronounced reading into declining price confirms active distribution; the same reading into rising price is the absorption pattern.
Practical usage
#Mirrors the buy-side size ratio. Values above 100% mean sell executions are arriving heavier than the current session average, concentrated selling relative to the window's overall trade mix. A size spike on the sell side into a rising price often indicates absorption.
Common mistakes
#Frequent interpretation traps and misuse patterns to avoid when applying this metric.
- Reading it as a directional guarantee instead of a size-composition signal.
Timeframe note
#This metric applies to rolling windows such as 5m, 15m, and 60m. The underlying definition stays the same; what changes is the time horizon used to measure it. Shorter windows react faster, while longer windows smooth noise and emphasize broader structure.
5m
Faster response to fresh changes in activity and short-horizon structure.
15m
Balanced view between responsiveness and persistence.
60m
Broader context that is slower but more stable.