What Caused the 2010 Flash Crash: Liquidity Vanished
The CFTC and SEC report on 6 May 2010: a USD 4.1 billion sell algorithm, order-book depth down to under 1%, and why prices snapped back.
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The CFTC and SEC report on 6 May 2010: a USD 4.1 billion sell algorithm, order-book depth down to under 1%, and why prices snapped back.