By now, every trader who watches markets every day is acutely aware of the increasing concentration of massive amounts of volume in the last second of the trading day. Here is 8 years of the last few seconds of the trading day and how ‘efficiently’ it has evolved…
Running time 1:13
h/t @NanexLLC
alternative for watching video: https://www.youtube.com/watch?v=_7COfdK7J58
