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Thursday, August 09, 2007 12:38:56 PM
L2 Summary
Bid Level #MM's Size Ask Level #MM's Size
0.0015 1 5000 0.0020 3 20000
0.0013 2 10000 0.0027 1 5000
0.0012 1 5000 0.0030 4 20000
0.0010 4 20000 0.0048 1 5000
L2 Quote:
MM on Bid : 15
MM on Ask : 15
MM ID Bid Size Time
NITE 0.0015 5000 10:52:48
UBSS 0.0013 5000 06:52:47
SBSH 0.0013 5000 12:07:31
HILL 0.0012 5000 06:50:59
SALI 0.0010 5000 06:50:59
FRAN 0.0010 5000 06:53:01
PERT 0.0010 5000 06:50:59
HDSN 0.0010 5000 06:51:34
DOMS 0.0008 5000 06:52:04
VFIN 0.0005 5000 06:52:40
ETRD 0.0002 5000 06:52:33
SSGI 0.0002 5000 06:52:12
GNLN 0.0002 5000 06:52:54
MM ID Ask Size Time
AUTO 0.0000 -1 09:30:45
NITE 0.0020 10000 10:52:48
UBSS 0.0020 5000 06:52:47
DOMS 0.0020 5000 06:52:04
SBSH 0.0027 5000 12:07:31
HILL 0.0030 5000 06:50:59
SALI 0.0030 5000 06:50:59
FRAN 0.0030 5000 06:53:01
ETRD 0.0030 5000 06:52:33
PERT 0.0048 5000 06:50:59
HDSN 0.0070 5000 06:51:34
SSGI 0.0070 5000 06:52:12
VFIN 0.0100 5000 06:52
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