AEE· Ameren

Dark pool · off-exchange short volume

Dark pool as of 2026-11-04 · latest session 2026-11-05

AEE's off-exchange short-volume ratio was 62.7% on 4 Nov 2026, above its 20-day average of 54.9%. Off-exchange trading was 32% of volume over the last 20 sessions. 13 sessions in the last six months had unusually large off-exchange dollar volume, the latest on 8 Oct 2026.

Short ratio (latest)

62.7%

20-day average

54.9%

Off-exchange share (20d)

32%

Darkpool density

big day, short ratio above trendbelow trendbubble size = how unusual ($vol z-score)

Last ~6 months. Bubbles mark days of unusually large off-exchange dollar volume (≥1.5σ vs the trailing 60 days). Daily resolution — not print-level data.

Darkpool levels ±15% of spot, since 2018-10-01

119.20

0.01B

116.99

0.13B

114.78

0.49B

112.58

1.24B

110.37

2.82B

108.16

2.75B

105.96

1.26B

103.75

1.66B

101.54

2.55B

99.33

2.53B

97.13

2.81B

94.92

2.41B

Historical off-exchange $ volume at price: each day's volume spread across that day's range, summed over the full FINRA history. Heavy shelves often act as support/resistance magnets. Amber row = spot's bin.

Off-exchange short-volume ratio

short ratio (20d, right) daily off-exchange share (left)

FINRA daily TRF data, last 2 years. A persistently HIGH short ratio is mostly passive market-maker liquidity provision (commonly read as accumulation pressure) — not naively bearish.