Nanex Research

Nanex ~ 29-Aug-2012 ~ BAT Blasts BAC with 24,000 Quotes

On August 29, 2012 at 8:00:13.500 in the stock of Bank of America (symbol BAC), someone blasted 24,161 quotes from the BATS exchange over 5 seconds. There were no trades.

The following time interval charts show bids and offers color coded by exchange (BATS is Pink).

1. BAC 1 second intervals.

2. BAC 25 millisecond intervals. Zooming in on the full 5 seconds.

3. BAC 2 millisecond intervals. About 10,000 quotes in 2 seconds.

4. BAC 1 millisecond intervals. Showing the tail end.

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