Nanex ~ Stub Quote Improvement beginning March 26, 2012
The chart below shows the number of U.S. Equity Symbols with quote spreads wider
than the legal limit for each minute of the first 30 minutes of every trading
day since June 2011. Beginning March 26, 2012, the number of symbols with wide quote
spreads suddenly dropped to zero.
This is a significant improvement in this one metric we