Nanex ~ 31-Aug-2012 ~ Bernanke Speaks Fantaseconds
When the Bernanke speaks, the
fantaseconds flow. See if you can spot them. Be sure to read the results of
our intensive analysis
of volatility in $SPY since 2005.
Charts below show the bid/ask spread (shaded) and trades (dots) color coded by exchange.
Not all exchanges
are shown for clarity.
1. Nasdaq (black) and NY-Arca (red).
4. Nasdaq, NY-Arca and BATS.
5. All Exchanges. The Charts above zoom into the one second at 10:00:14.