So I've been following the level 2 today and noticed some wild fluctuations (not only today). For example at the moment there is 6 million dollars (not units) on the buy side vs 1 million on the sell side. But this morning there was 1.3 mil on the buy side and 32 million on the sell side. At other times it evens out and then another lopsided dollar value amount will present itself again.
If there are any people here who've worked in assest management or for large trading institutions who have any idea what the game is here please share.
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