Reply; I neglected this morning to include a simple fact that shed light on these matrices. During the week that each of these data were collected. In Dec 2006 the average trade size was 345 shares. This week its dropped to its lowest figure since I've been collecting 285.
Now these data are significantly more obscured when MM1 & MM2 are placed along side for comparison. Each of those portfolios is running below 190. Intraday these data often collapse below 100 which shows the degree of obfuscation being employed.
Here is the trading data for the Naz one year ago yesterday.
Date Companies total Vol Block Vol Total trades
11-Dec 3336 1,901,891,115 380,798,938 5,227,107
Block trades
11,123
Compared to yesterday what do you notice?
Date Companies total Vol Block Vol Total trades
11-Dec 3270 2,255,098,824 285,944,191 7,947,514
Block trades
8,763 |
