Boy, how I miss NITE. I never thought I would say that!?...
Look at the MMS today!?...
Excepting ARCA, there is an average of 70% difference between BID and ASK. It boggles the mind as to what they are thinking? How can they generate ORDERS THIS WAY?...
Gil...
Time |
MMID |
Size |
Bid |
|
09:30 |
|
15000 |
0.08 |
|
07:30 |
|
5000 |
0.05 |
|
14:07 |
|
5000 |
0.05 |
↓ |
07:30 |
|
5000 |
0.04 |
|
07:30 |
|
5000 |
0.04 |
|
07:30 |
|
5000 |
0.02 |
|
07:30 |
|
5000 |
0.0001 |
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Ask |
Size |
MMID |
Time |
|
0.09 |
5000 |
|
14:07 |
|
0.12 |
5000 |
|
07:30 |
|
0.13 |
14000 |
|
09:30 |
|
0.13 |
5000 |
|
07:30 |
|
0.35 |
5000 |
|
07:30 |
|
0.85 |
2500 |
|
07:30 |
|
1.01 |
500 |
|
07:30 |
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Price |
Size |
Exch |
Time |
|
0.082 |
350 |
OBB |
14:14:51 |
|
0.082 |
49650 |
OBB |
14:07:33 |
|
0.082 |
500 |
OBB |
13:17:00 |
|
0.085 |
1000 |
OBB |
11:59:45 |
|
0.085 |
6000 |
OBB |
11:19:47 |
|
0.09 |
2100 |
OBB |
10:24:12 |
|
0.082 |
350 |
OBB |
10:20:59 |
|
0.0821 |
350 |
OBB |
10:20:59 |
z |
0.098 |
604 |
OBB |
09:50:49 |
|
0.09 |
5000 |
OBB |
09:35:10 |
|
0.10 |
2196 |
OBB |
09:30:03 |
|
0.098 |
200 |
OBB |
09:30:02 |
|