May 6'th 2010 Flash Crash Analysis - Continuing Developments PSA - 07-22-2010. Back to Table Of Contents Date: July 22, 2010 Symbol: PSA (Public Storage) Listed Exchange: NYSE Market Capitalization: Approximately $17 Billion Index/ETF membership: http://finance.yahoo.com/q/ct?s=PSA+Components S&P 500 stock.   The following video shows a quote screen for the NYSE stock PSA (Public Storage) from the Consolidated Quote System (CQS) during a one second period of time. Each record (row) shows the quote from a reporting exchange, except for the first row which shows the National Best Bid/Offer (NBBO). The columns are: Exg : The reporting exchange (NBBO is the first row) as reported by CQS. Time : The CQS time stamp for the Exg and/or NBBO. # : A running count of quotes for each row. Bid : The bid price. Ask : The ask or offer price. BSiz : The bid size in round lots (1=100 shares). ASiz : The ask/offer size in round lots. A-B : The bid/ask spread -- which is the ask price minus the bid price. BBExg: The NBBO Bid Exg -- the exchange with the highest bid price. Only the top row has this field set. BAExg : The NBBO Ask Exg -- the exchange with the lowest ask price. Bid+- : The change in the bid price since the last quote for the record being updated. Ask+- : The change in the ask price since the last quote for the record being updated. BSz+-: The change in the bid size since the last quote for the record being updated. ASz+-: The change in the ask size since the last quote for the record being updated. Note how often the National Best Bid and Offer (NBBO) quickly changes by a full 2 cents. 20100722 - PSA.wmv (Windows WMV Format) 20100722 - PSA.mov (Quicktime MOV Format) 20100722 - PSA.txt (Raw data used in the video). Inquiries: pr@nanex.net Publication Date: August 09, 2010 This report and all material shown on this website is published by Nanex, LLC and may not be reproduced, disseminated, or distributed, in part or in whole, by any means, outside of the recipient'sø organization without express written authorization from Nanex. It is a violation of federal copyright law to reproduce all or part of this publication or its contents by any means. This material does not constitute a solicitation for the purchase or sale of any securities or investments. The opinions expressed herein are based on publicly available information and are considered reliable. However, Nanex makes NO WARRANTIES OR REPRESENTATIONS OF ANY SORT with respect to this report. Any person using this material does so solely at their own risk and Nanex and/or its employees shall be under no liability whatsoever in any respect thereof.