This indicator facilitates the perception of a large amount of data from the market depth table which is constantly changing. Trade volumes for buy and sell open orders are displayed as a histogram in Fig. 9.1. The blue and red bars of the histogram are responsible for buy and sell orders, respectively. The size of the bar corresponds to the volume of open orders at a certain price.
You can see how the volumes of buy and sell open orders change in real time in the video below.