<?xml version="1.0" encoding="utf-8" standalone="yes"?><rss version="2.0" xmlns:atom="http://www.w3.org/2005/Atom"><channel><title>Market Depth on WebNotes</title><link>https://v2.webnotes.in/tags/market-depth/</link><description>Recent content in Market Depth on WebNotes</description><generator>Hugo</generator><language>en-IN</language><lastBuildDate>Fri, 19 Jun 2026 00:00:00 +0000</lastBuildDate><atom:link href="https://v2.webnotes.in/tags/market-depth/index.xml" rel="self" type="application/rss+xml"/><item><title>20-level market depth on Kite</title><link>https://v2.webnotes.in/20-market-depth-feature-on-kite/</link><pubDate>Wed, 20 May 2026 00:00:00 +0000</pubDate><guid>https://v2.webnotes.in/20-market-depth-feature-on-kite/</guid><description>&lt;p&gt;The &lt;strong&gt;20-level market depth feature&lt;/strong&gt; on &lt;a href="https://v2.webnotes.in/kite-zerodha/"&gt;Kite&lt;/a&gt;
 renders 20 levels of bid and 20 levels of ask quotes on the NSE order book for any tradable instrument. This is a paid feature on top of the default 5-level depth (&lt;a href="https://v2.webnotes.in/market-depth-view-on-kite/"&gt;market depth view on Kite&lt;/a&gt;
), aimed at active intraday traders who want a fuller view of resting liquidity. Where the standard book shows the best five buy and five sell quotes, the 20-level book shows the best twenty of each, so a trader can see size that is queued well away from the touch.&lt;/p&gt;</description></item><item><title>Average price on the Kite market depth</title><link>https://v2.webnotes.in/average-price-on-market-depth-kite/</link><pubDate>Wed, 20 May 2026 00:00:00 +0000</pubDate><guid>https://v2.webnotes.in/average-price-on-market-depth-kite/</guid><description>&lt;p&gt;The &lt;strong&gt;Average price&lt;/strong&gt; field on the &lt;a href="https://v2.webnotes.in/kite-zerodha/"&gt;Kite&lt;/a&gt;
 &lt;a href="https://v2.webnotes.in/market-depth-view-on-kite/"&gt;market depth&lt;/a&gt;
 panel is the &lt;a href="https://v2.webnotes.in/vwap/"&gt;Volume-Weighted Average Price (VWAP)&lt;/a&gt;
 of all trades on the scrip during the current trading day. It is not a simple average of the day&amp;rsquo;s prices; it weights each price by the quantity traded at that price.&lt;/p&gt;
&lt;h2 id="formula"&gt;Formula&lt;/h2&gt;
&lt;p&gt;For a sequence of trades on a day:&lt;/p&gt;
&lt;p&gt;VWAP = Σ (Price_i x Quantity_i) / Σ Quantity_i&lt;/p&gt;
&lt;p&gt;Where i indexes every trade from market open. The exchange computes and publishes this; Kite reads the live VWAP from the exchange feed.&lt;/p&gt;</description></item><item><title>How to order at different price points using the column view on Kite</title><link>https://v2.webnotes.in/how-to-order-different-price-points-column-view-kite/</link><pubDate>Wed, 20 May 2026 00:00:00 +0000</pubDate><guid>https://v2.webnotes.in/how-to-order-different-price-points-column-view-kite/</guid><description>&lt;p&gt;The &lt;a href="https://v2.webnotes.in/kite-zerodha/"&gt;Kite&lt;/a&gt;
 &lt;a href="https://v2.webnotes.in/market-depth-view-on-kite/"&gt;market depth&lt;/a&gt;
 panel supports click-to-order at any of the visible bid or ask price levels. This is a fast-execution path: instead of opening the order ticket and typing a price, click the price level in the depth column to pre-fill a limit order at that price.&lt;/p&gt;
&lt;p&gt;&lt;strong&gt;Conflict-of-interest disclosure.&lt;/strong&gt; This guide is published by the WebNotes Editorial Team for informational purposes and is written independently. WebNotes operates a Zerodha account-opening referral programme, disclosed on the pages that carry the referral link; this guide does not carry it and earns no referral commission from the procedure described here.&lt;/p&gt;</description></item><item><title>Market depth view on Kite</title><link>https://v2.webnotes.in/market-depth-view-on-kite/</link><pubDate>Wed, 20 May 2026 00:00:00 +0000</pubDate><guid>https://v2.webnotes.in/market-depth-view-on-kite/</guid><description>&lt;p&gt;&lt;strong&gt;Market depth&lt;/strong&gt; on &lt;a href="https://v2.webnotes.in/kite-zerodha/"&gt;Kite&lt;/a&gt;
 is the 5-level visible order book for a tradable instrument: the top five buy quotes (bids) and the top five sell quotes (asks), each with its aggregate quantity. It is what was historically called &amp;ldquo;Level 2 data&amp;rdquo; in the West. Kite renders the depth in a side panel on web and in the quote-screen on the mobile app.&lt;/p&gt;
&lt;h2 id="how-to-open-the-depth-panel"&gt;How to open the depth panel&lt;/h2&gt;
&lt;table&gt;
	&lt;thead&gt;
			&lt;tr&gt;
					&lt;th&gt;Platform&lt;/th&gt;
					&lt;th&gt;Open path&lt;/th&gt;
			&lt;/tr&gt;
	&lt;/thead&gt;
	&lt;tbody&gt;
			&lt;tr&gt;
					&lt;td&gt;&lt;a href="https://v2.webnotes.in/kite-web/"&gt;Kite web&lt;/a&gt;
&lt;/td&gt;
					&lt;td&gt;Click the scrip name in the marketwatch row, or use the keyboard shortcut F12 with a row focused&lt;/td&gt;
			&lt;/tr&gt;
			&lt;tr&gt;
					&lt;td&gt;&lt;a href="https://v2.webnotes.in/kite-mobile-app/"&gt;Kite mobile app&lt;/a&gt;
&lt;/td&gt;
					&lt;td&gt;Tap the scrip row; the quote screen shows depth in the lower half&lt;/td&gt;
			&lt;/tr&gt;
	&lt;/tbody&gt;
&lt;/table&gt;
&lt;p&gt;The depth panel updates in real time during market hours.&lt;/p&gt;</description></item></channel></rss>