Meta Materials Inc (MMAT)

[Nebuchadnezzar]

TRCH- Market Chameleon Trade DATA- regular hours only

June 21, 2021

TRCH VWAP

TRCH has traded a total of 336.9 million shares today, for a combined VWAP price of 9.41. The standard deviation of the one-minute VWAP intervals is 0.52. The last price was +1.0 standard deviations above the day's VWAP. The Volume-Weighted Average Price (VWAP) is a more comprehensive way to calculate the average price that TRCH trades at over a given time frame.
TRCH Dark Pool Trades

Dark pool trades reported for TRCH have accounted for 61% of the total volume today. Over the past 20 days, the average dark pool volume has been 59%. Total volume in the dark pool is 205.0 million. The VWAP price for only the dark pool trades is 9.41. TRF Trades for TRCH are reported by dark pools to Trade Reporting Facilites and represent activity away from the mainstream or "lit" exchanges.
TRCH Sweep Orders

Sweep orders have represented 23% of the stock volume in TRCH today, totaling 77.1 million shares for a VWAP price of 9.39. 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 for TRCH.
Block Trades

Large block trades in TRCH, which often represent institutional trading, have accounted for 4% of all the volume on the day, for a total of 12.6 million. The 20-day average volume percentage has been 12%.