Maybe almost $100M in SPY as an appetizer before lunch...
High Quote Count on $SPY with 7480 quote changes resulting in 2145 trades @ 2024-08-20 11:21:15. This symbol last appeared in the High Quote Count List on 2024-08-19 15:59:59, 1 days ago. Trade size is $96,965,788.00 @ rank 116 for Trade Size out of 4483 occurrences.
#liquidity #finance #stocks #economics #burst_trading #hft #whales