Nanex Research

Nanex 16-Apr-2014 ~ Swiss Franc Liquidity

On April 16, 2014 at 10:35:24, about 1800 Swiss Franc Futures contracts suddenly dropped prices in 1 second. Prices mostly recovered over the following 12 seconds.

1. June 2014 Swiss Franc (6S) Futures on April 16, 2014

2. Zooming in

3. Active Currency Pairs

Nanex Research

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