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To: Cynic 2005 who wrote (22252)4/3/2000 1:04:00 PM
From: IceShark  Respond to of 42523
 
That is because the 100 shares you are buying are most likely coming out of MM inventory on thin issues and not a crossed trade between retail buyer and seller as is done on the NYSE. It is not a myth - ask the NASD. The question is what the total "NYSE like" volume really is. I think some NYSE volume gets double counted too when the specialists take the other side of the trade, but they typically cross trades.