Nanex Research

Nanex ~ 1-Apr-2014 ~ DWRE

1. DWRE Trades color coded by reporting exchange.

2. DWRE - Zooming in on 1 second of time. Red shading is NBBO crossed (best bid > best ask).

3. DWRE - Zoomed into about 1/3 of a second, and showing NYSE quote spread and trades (blue), and Nasdaq quote spread and trades (gray).

4. DWRE - same as chart above but showing NYSE (blue) and NY-ARCA (a.k.a. PACF - red).

Nanex Research