Average number of trades open at the same time per what? I'll guess day? Think about what an average is. You need your data points and the quantity of data. Your data is trades open per time increment, your quantity is the number of increments (e.g. if you were looking at the data over a year, then 365 days). Now the problem is a pretty easy one. You could do it many different ways. Cycle through your time increments, for each just see how many trades were open.