Interesting on level 2. A trade for 25,000 just went through
at 34. However, the bid/ask was 33 7/8 to 33 15/16.
There was not enough volume available at 33 15/16 (only
1 MM, ISLD, was at that price on the ASK, with low volume),
so the buyer had to bump up to the next lowest ASK, which
was 34, in order to fill the order.
The following screens tend to show what happened, I
copied it too late to show the 25,000 trade:
1:51:03 S 1500 33:F
1:50:04 S 500 33.7
1:49:27 S 25000 34
ASND 33.7 33:F 53x2 7x1 33.7+:01 2,820,500 34:7 33.6
==== 33:T 34 8x137 1x12 1:52 200 .
33.6 34:1 93x10 11x1 Dynamic
MM Bid Ask Size Time MM Bid Ask Size Time
GSCO 33.7 34.1 10x10 1:17:04 ISLD 33.7 33:F 3x2 1:49:39
UBSS 33.7 36:3 10x10 1:35:10 MADF 33:9 34 5x30 1:48:50
LEHM 33.7 34.5 10x10 1:38:15 SHWD 33:E 34 10x20 1:50:19
JEFF 33.7 34.5 10x10 1:41:57 NFSC 33.5 34 10x18 1:34:54
ELEC 33.7 35.1 5x10 1:41:06 WSLS 33.4 34 10x10 1:09:10
INCA 33.7 34 5x10 1:52:20 MLCO 33.6 34 10x10 1:09:11
ISLD 33.7 33:F 3x2 1:49:39 FBCO 33.4 34 10x10 1:11:46
BTRD 33:T 34:T 8x2 1:44:37 JOSE 33.6 34 2x10 1:24:29
GKMC 33.6 34.4 10x10 9:44:18 OLDE 33 34 10x10 1:33:18
DMGL 33.6 34.1 10x10 12:38:52 INCA 33.7 34 5x10 1:52:20
SBSH 33.6 34.2 10x10 1:03:10 EVRN 33.4 34 10x5 1:39:38
MLCO 33.6 34 10x10 1:09:11 NITE 33.6 34 10x3 1:46:24
PWJC 33.6 34.3 10x10 1:35:24 MASH 33.6 34 10x1 1:49:30
SBCW 33.6 34.3 10x5 1:40:35 SNDV 33:1 34:1 10x10 1:47:38
NITE 33.6 34 10x3 1:46:24 MSCO 33.5 34.1 10x10 11:41:45
Gary Korn
P.S. Another 25,000 bought at 34 1/8 at 2:03:33 p.m. |
