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Re: 2times2 post# 76227

Friday, 10/16/2015 3:38:09 PM

Friday, October 16, 2015 3:38:09 PM

Post# of 87250
FYI, L2 is not static. As offers come in more fill in and few market makers show their whole sell (or buy) orders. They might show 2500 shares but actually have 100,000 shares to sell at that price. This is important to understand when trying to interpret L2.
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