0.000% spread in internal market
The new rules have led to a very tight orderbook, with lots of volume:
BIDS:
1000.000 3097.076 3097.076 3.097076
15.000 46.456 3143.532 3.097066
5920.482 18325.325 21468.857 3.095242
7500.000 23214.300 44683.157 3.095240
16.154 50.000 44733.157 3.095208
4499.263 13925.219 58658.376 3.095000
ASKS:
3.097077 1000.000 3097.077 1000.000
3.097080 9094.752 28167.174 10094.752
3.097090 7500.000 23228.175 17594.752
3.097100 4493.259 13916.072 22088.011
I used the proceeds from my blog award to make the 3.097076/3.097077 bid/ask, but it can easily be dominated by the big account. At least we now have a tight spread with volumes at close to market price