Nanex ~ 29-Aug-2012 ~ BAT Blasts BAC with 24,000 Quotes
On August 29, 2012 at 8:00:13.500 in the stock of Bank of America (symbol BAC), someone
blasted 24,161 quotes from the BATS exchange over 5 seconds. There were no trades.
The following time interval charts show bids and offers color coded by exchange (BATS is Pink).
1. BAC 1 second intervals.
2. BAC 25 millisecond intervals. Zooming in on the full 5 seconds.
3. BAC 2 millisecond intervals. About 10,000 quotes in 2 seconds.
4. BAC 1 millisecond intervals. Showing the tail end.