The Volume by Price feature in Liquidity Analyzer® allows you to group volume over any number of bars down to the 15-minute level.  For example, you can easily show the highest net volume price over the last 5 days, 3 hours, or 45 minutes! 

In addition, prices can be grouped into their own custom price zones (for example, price quadrants).  As with all data in Liquidity Analyzer®, it can be presented in a tabular (spreadsheet view) or graphically.

In the example below, a tabular view of the volume at each price is shown on 12/15/04 for March/05 Ten-Yr Notes.  The highest volume price was 112.422 which traded 406,192 contracts over the previous 5 trading days (12/8/04 to 12/15/04).  The proprietary house accounts (CTI2) net sold 11,433 contracts.