Nanex Research

Nanex ~ 01-Jul-2013 ~ How to Stop Dark Pool Trading


1. MNK - Dark Pool Trades. Note how trades stop when the NBBO is crossed (red shading). Click for more charts showing this phenomenon.


2. MNK - Trades color coded by exchange and NBBO (red shading shows where NBBO was crossed).


3. MNK - NBBO shaded dark gray when normal (bid < ask), yellow when locked (bid = ask) or red when crossed (bid > ask).


4. MNK Trades color coded by exchange and NBBO (red shading shows where NBBO was crossed).


5. MNK Ask prices color coded by exchange and NBBO (red shading shows where NBBO was crossed).


6. MNK - Best bids and best asks color coded by exchange and NBBO (red shading shows where NBBO was crossed).



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