Trades are performed at either the end - of - period close price, or at next trading day's close based on defined trading policy. (portfoliovisualizer.com)
But the next trading day does not want to include that volume either since that trade was flagged as a prior day trade. (libertyshares.com)
The VIX ® July futures prices responded by rising from 14.525 on June 26 to 17.375 on the next trading day (June 29). (spvixviews.com)