Again IPO 300K vol, 150K both way, price down 4c, again opposite to my 150K trade Dec 01, 00:51
AGAIN - Trade #1 Moves the Price. Trade #2 is Trading at a Different Price. {nm} Dec 01, 05:37
I make a lot of small trades and it appears that makes a difference i.e. 150K in one trade can move the needle a lot more than 15 trades of Dec 01, 09:21
See my example posted Nov 26 {nm} Dec 03, 12:58
AGAIN - Trade #1 Moves the Price. Trade #2 is Trading at a Different Price. {nm} Dec 09, 07:00
It's not the price differential so much as it is the different mixes of transaction sizes (in shares). {nm} Dec 03, 13:06
(It's actually more complicated than that. Read the HSX patent sometime!) {nm} Dec 03, 13:09