Nanex ~ The High Freaks Are Back
On Friday, April 13, quote/trade ratios exploded, threatening to break records set
in August 2011 which we wrote about in this paper.
Quotes per Trade. 1 Minute Average for all NYSE, AMEX, ARCA and Nasdaq Listed
Time scale shows hour and minute of the trading day (9:30 to 16:00 Eastern).
Each trading day between January 1, 2011 and April 13, 2012 is color coded by date: older dates are colored towards the violet end of the spectrum,
while more recent dates are colored towards the red end of the spectrum.
The most recent day is plotted as double thick red line (updated through 11:30am).
Quotes per Trade. 1 Second Peak for all NYSE, AMEX, ARCA and Nasdaq Listed
Same chart as above, but showing 1 second peak quote/trade ratio for each
1-minute Average of the Number of Quotes per $10,000 in Trade Transactions
for all NYSE, AMEX, ARCA and Nasdaq Listed Equities.
Same as above, but showing 1-minute average Quotes/$10K of trades for each minute.