Interesting. I was doing something else late in the trading day so I wasn't watching the actual fluctuations in Bid/Ask prices and sizes.
However , this captures some interesting detail , such as large Asks out there later in the day. (Note: Multiply Bid/Ask Size by 100 to get the actual numbers.)
For instance , at 3:50PM ET there were 118,700 shares on the Ask at $8.19. That actually started at around 138,000 shares about 30 minutes earlier in the day.
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