Nanex ~ 15-Apr-2013 ~ DAX Flash Crash of 25-Aug-2011

1. September 2011 DAX Futures Depth of Book.
Liquidity scatters for 8:30am news.

2. September 2011 DAX Futures Depth of Book.
Liquidity scatters again 9:10am news.

3. September 2011 DAX Futures Depth of Book.
DAX Flash Crashes. Note how liquidity disappears at about 9:53:45 (ET)

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