Nitro,
Take a look at these GE prints. Everything is ticking within the spread and then some large prints well under the bid. How do you interpret that??
Price Bid Ask Volume
05/30/02 14:48:09 31.24 31.23 31.28 100.00
05/30/02 14:48:09 31.27 31.23 31.28 100.00
05/30/02 14:48:09 31.25 31.26 31.28 300.00
05/30/02 14:47:55 31.19 31.26 31.28 5300.00
05/30/02 14:47:55 31.26 31.26 31.28 200.00
05/30/02 14:47:55 31.20 31.26 31.28 4000.00
05/30/02 14:47:55 31.25 31.26 31.28 800.00
05/30/02 14:47:55 31.25 31.26 31.28 300.00
05/30/02 14:47:55 31.25 31.26 31.28 4700.00
05/30/02 14:47:54 31.27 31.25 31.28 100.00
05/30/02 14:47:45 31.26 31.26 31.28 600.00
05/30/02 14:47:45 31.26 31.26 31.28 1300.00
05/30/02 14:47:45 31.26 31.26 31.28 0.00
05/30/02 14:47:27 31.26 31.25 31.28 2200.00
05/30/02 14:47:27 31.26 31.25 31.28 300.00
05/30/02 14:47:27 31.27 31.25 31.28 3900.00
05/30/02 14:47:27 31.26 31.25 31.28 100.00
05/30/02 14:47:27 31.26 31.25 31.28 100.00
05/30/02 14:47:27 31.26 31.25 31.28 0.00
05/30/02 14:47:21 31.26 31.25 31.26 1300.00
05/30/02 14:47:21 31.25 31.25 31.26 100.00
05/30/02 14:47:21 31.26 31.25 31.26 500.00
05/30/02 14:47:21 31.26 31.25 31.26 0.00
05/30/02 14:47:17 31.26 31.25 31.26 0.00
05/30/02 14:47:15 31.26 31.26 31.26 100.00
05/30/02 14:47:15 31.26 31.26 31.26 0.00
05/30/02 14:46:58 31.26 31.26 31.28 600.00
05/30/02 14:46:58 31.26 31.26 31.28 100.00
05/30/02 14:46:58 31.26 31.26 31.28 1100.00
Savage