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I'm sitting here watching ensign time and sales for
zb u3, and am confused by the size of trades passing through vs. the size of
bid-ask showing. For instance a couple thousand contract may trade over a few
seconds at the offer, yet the offer is 225 ir something. Are there matched
trades going on that never get posted as a bid or ask or globex? Doesn't make
sense to me.
Thanks for any input.
Chris
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