On September 18, 2012, starting 5 seconds before market open and ending at market open,
the best ask price from the CBOE in Google (GOOG) climbed from $709 to $9,706.44. This
is just asking for trouble.
1. GOOG 1 second interval showing bids and asks color coded by exchange.
The light green triangles floating off into space are ask prices from the CBOE.