Nanex ~ April 13, 2012, S&P 500 Futures Liquidity Evaporation

Nanex ~ April 13, 2012, S&P 500 Futures Liquidity Evaporation

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Close up.

A victim of the 9:54:58 event?

1 second chart of symbol VIIX, showing trades color-coded by exchange and NBBO (gray shading)

1 second chart of symbol VIIX, showing the NBBO (black) and quote count color-coded by exchange..

25 millisecond chart of symbol VIIX, showing trades color-coded by exchange and NBBO (gray shading)

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