On 3/29/2011 from 9:30 AM through approx. 10:02 AM we witnessed extremely
high and consistent quote bursts on a significant number of stocks. These
bursts were sustained throughout the 32 minute sequence.
In the first chart shown below, a single occurrence represents a burst of 500
or more sequential quotes per second on the same stock, from the same reporting
exchange: |
Quote/Trade Ratio, Quote Counts, % Quotes from symbols with High Quote Counts
and Number of Symbols with High Quote Counts:
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Inquiries: pr@nanex.net
Publication Date: August 10, 2010
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