I have a question re: stock trading to size.
Take a stock XYZ quoted at 40 bid 40.05 ask size 50 x 50 then suddenly size changes to 50 x 300.
Scenario # 1: Trader hits the bid, XYZ trades down 15-30 cents giving trader a nice scalp.
Scenario # 2 Trader hits the bid, XYZ ticks down a...