always interesting to note what factual data (MMs' reporting and tapes of trades and volume avgs) .. provokes
here's today's efforts .. btw .. that last trade was a long rounding off .. at CDEL's ask (05 size 108073) .. not only was the long's 4807 split (filled) in 2 trades .. CDEL did not adjust aka NC (no change) size
it will be interesting to see what (if anything) gets marked today
currently ~
14:49:390.05 2500 OTO ** long's 4807 balance @ ask NC 14:49:39 0.05 2307 OTO ** long's 4807 split @ ask NC 12:39:03 0.0469 991 OTO .. hidden 12:39:03 0.046 991 OTO ** long's partial fill 09:30:14 0.05 8000 OTO .. @ ask 09:30:09 0.0451 5000 OTO .. hidden