Friday, September 15, 2006 3:21:16 PM
OT SPIN
hey Aetheum,
Serf suggested i ask you about this:
1) what do you make of an MM showing 0 vol while being inside the L2 spread as best ask or bid?
___ If the MM is BOTH HI bid / LOW ask 'constantly and consistantly - its a "box"
2) also, what do you make of vol of an individual trade = -0- showing on the tape?
____ Don't understand the question ??!!??
do these things have any significant meaning?
tia!
bobs your uncle
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