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To: Michael & B.Anne who wrote (548)3/10/1999 8:03:00 PM
From: Sun Tzu  Read Replies (1) | Respond to of 10635
 
It is not a ratio; it is the actual size of the orders. So if you want to sell 1000 shares at 15 and there is only demand for 400 shares at 14.75 that is what you will see. On occasions you will catch the quote just before the execution and the bid and size prices will agree.

So how did you hear about this thread?

ST