| May 6'th 2010 Flash Crash Analysis -
PSA - 07-22-2010.
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The following video shows a quote screen for the NYSE stock PSA (Public Storage) from the Consolidated Quote System (CQS) during a one second period of time. Each record (row) shows the quote from a reporting exchange, except for the first row which shows the National Best Bid/Offer (NBBO).
The columns are:
Note how often the National Best Bid and Offer (NBBO) quickly changes by a full 2 cents.