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In stock option trading the majority of the business is electronic from
individuals ..... the auto execution systems fill off of the bid and ask
.... automatically. So it has more relevance than it might in the futures
markets. Much of the volume increase in options, in the last year, was
trades of 10 contracts or less. Actual average size declined last year
with volume up huge.
Mark Brown wrote:
> Hello Matthew,
>
> how would you plan to use the bid and ask? as someone who sat around
> many a day in a commercial trading office the brokers would often throw
> out a bid or ask just to time the delay of the hang up of the phone to
> the quote appearing on the screen... then would promptly cancel. this
> went on all day long so I really wonder how valuable that
> information can be to you? there are many people who have gone down
> this road - they all got lost.. but then again i have no Linear
> Accelerator - i only have a few old Cray's
>
> --
> Best regards,
> Mark Brown mailto:markbrown@xxxxxxxxxxxxx
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