Nanex ~ 17-Aug-2012 ~ BRCD Swings 5.5% in 1.5 Seconds

On 17-Aug-2012, at 09:53:09, Brocade (BRCD) dropped 5.5% and then recovered in about 1.5 seconds.

Chart 1. BRCD 1 second interval showing trades color coded by exchange.

Chart 2. BRCD 1 second interval showing bids and offers color coded by exchange.

Chart 3. BRCD 25 millisecond interval showing trades color coded by exchange.

Chart 4. BRCD 25 millisecond interval showing bids and offers color coded by exchange.

Chart 5. BRCD 2 millisecond interval showing trades color coded by exchange.

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