January 7, 2012
Here are the prices for the closing movement of the SPX on 1/06/2012:
2:59 1276.98
3:00 1277.90
1277.88
1277.87
1277.82
1277.84
1277.83
1277.84
3:01 1277.83
1277.82
3:02 1277.81
Once again, the SPX moved between 92 and 83 cents without being able to make a trade. This is a significant move and represents a real liability to a customer.