Nanex Research

Nanex ~ 20-Mar-2013 ~ Preparing for the Bernanke

1. eMini depth of chart for every minute of the day from March 2010 through March 20, 2013
The thick red line is today (March 20, 2013). Note the dip ahead of the Fed 2pm (14:00 ET) annouce time.

2. Percentage of Stock with NBBO spreads greater than or equal to 2 through 25 on March 20, 2013
Spreads balloon waiting for Fed News.

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