Quote Stuffing Surges As If On Demand As Market Touches Intraday Lows

Tyler Durden's picture

As the market dips to intraday lows, quote stuffing spikes as if on demand. Now the only question is did the market drop because of the spike in empty packets, or vice versa... We have an idea or two. So does Nanex. But not the SEC. Definitely not the SEC.

Update: another huge spike as we take out the bottom decisively: