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Strategies & Market Trends : ahhaha's ahs -- Ignore unavailable to you. Want to Upgrade?


To: ahhaha who wrote (24315)4/15/2014 9:28:11 AM
From: ElsewhereRead Replies (2) | Respond to of 24758
 
From the posted data it is not possible to tell if the bid/ask at 05:23:05 changed (the previous B/A atomic event information is not present). There was an execution at that time at PSE at 66.60 which was between the B/A at NMS (65.75/67.41). Three seconds later there was another execution at PSE at the very same price, 66.60.

A speculation about the change at 05:45:14: there was a bid of 66.01 on 05:34:37 at PSE which was not hit. Then there was an execution at NASD at 66.02. Whoever was bidding on PSE wanted to take part in the action and raised the bid to 66.60 at 05:45:14, followed by an execution at 66.61 slightly above it.