I can agree for my strategies I swing trade off daily/weekly and personally never used volume for more then a liquidity filter. But to each their own.I understand his question... but I don't see it as relevant to any trade one might make. I know... there could be a much larger aggregate on the bid size or the ask size, but that isn't necessarily maintained for a few reasons. Information not worth knowing unless you're trading such size that your play is going to mop up the contracts for several prices.