Nanex ~ 20-Mar-2013 ~ Preparing for the Bernanke
1. eMini depth of chart for every minute of the day from March 2010 through
March 20, 2013
The thick red line is today (March 20, 2013). Note the dip ahead of the Fed
2pm (14:00 ET) annouce time.
2. Percentage of Stock with NBBO spreads greater than or equal to 2 through
25 on March 20, 2013
Spreads balloon waiting for Fed News.