Analysis of the "Flash Crash"
Date of Event: 20100506
Part 1, The Events
Close-Up View




Chart 1-a:
Total Number of NYSE listed stocks where the Exchange's Ask price is below the Best bid price.



Chart 1-b:
Total number of NYSE listed stocks where the Exchange's Bid price is above the Best Ask price.



Chart 2:
Represents consecutive NYSE trades under the Best Bid (accumulative counts):


Chart 3,4,5:



Chart 6:



Chart 7:



Chart 8:





Inquiries: pr@nanex.net

Publication Date: June 18, 2010
http://www.nanex.net



This report and all material shown on this website is published by Nanex, LLC and may not be reproduced, disseminated, or distributed, in part or in whole, by any means, outside of the recipient's organization without express written authorization from Nanex. It is a violation of federal copyright law to reproduce all or part of this publication or its contents by any means. This material does not constitute a solicitation for the purchase or sale of any securities or investments. The opinions expressed herein are based on publicly available information and are considered reliable. However, Nanex makes NO WARRANTIES OR REPRESENTATIONS OF ANY SORT with respect to this report. Any person using this material does so solely at their own risk and Nanex and/or its employees shall be under no liability whatsoever in any respect thereof.