Nanex ~ 4-Jun-2014 ~ Economically Insignificant Price
Who buys and sells 3 shares at the same exact time? This interesting event exposes an
internalizer stepping in front of posted liquidity on lit exchanges by an economically
Read Economically Insignificant Price Improvement for enlightening
1. REGN showing NBBO (gray shading, top is best ask, bottom is best bid) and
the 2 internalized trades.
These two trade prints showed up within 100 milliseconds of each other.
2. Zoomed out view.
The area in the white box is detailed in chart 1 above.