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How much quantity was traded in the last trade, which shows whether the action was small or big.
Published by The Retail Trader · JUL 31, 2026 · Order Flow
Last Traded Quantity — How much quantity was traded in the last trade, which shows whether the action was small or big.
This term comes under Order Flow, in the "Language of ORDER BOOK" section. The following is running inside the depth window that opens on the screen:
Other terms in this group — understanding them together is more useful:
• Bid
• Ask / Offer
• Bid-Ask Spread
• Market Depth
• Order Book
• Matching Engine
• Price-Time Priority
• Bid-Ask Imbalance
To read the entire group and all its examples in one place, see the journal "ORDER FLOW: FROM ORDER TO EXECUTION" - this term is taken from there.
This entry is for educational purposes only and is not a recommendation to buy or sell. Exchanges change charges, margins, lot sizes and expiry rules from time to time, so verify any figures with your broker or exchange.