Top Chart: Quote rate at 1 second
intervals.
Bottom Chart: Quote and Trade rates at 25ms intervals at the beginning of the
drop. Multiply by 40 to get per second equivalents. Note that the 7,500 level
appears to be the limit, or saturation point. Note also that the quote rate
spikes high about 500ms before the massive surge in trades.
|
|
|
|
|
| |
Inquiries: pr@nanex.net
http://www.nanex.net
| 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's
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. |
|
|
|
