The Polish Stock Market is relatively young creature yet the occurrrent on her fluctuations of prices were the object of numerous investigations and analyses' many times. We examined, or existed regularities in probability distributions fluctuations of share prices firms captured in index WIG20, representing Polish Stock Market. One concentrated on analysis probability distributions of returns and probability distributions of trading volume 16 firms existing on boards WIG20 in period November 2000 till June 2005. One examined, or distributions of returns and distributions of trading volume are power-laws distributions, with exponents: 3 for returns and 3/2 for volumes. We leter checked, or indeed dependence appointed exponents generates curvature of price impact on level "gamma"=1/2.

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