WMT
Dark pool — off-exchange short volume
Short ratio (latest)
58.8%
20-day average
49.9%
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
134.28
1.87B
131.88
7.17B
129.48
9.59B
127.08
14.1B
124.69
14.3B
122.29
10.6B
119.89
15.3B
117.49
14.5B
115.09
10.2B
112.70
10.7B
110.30
4.36B
107.90
3.21B
105.50
6.48B
103.11
15.6B
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.