Nanex ~ 05-Aug-2013 ~ SPY Lowest Volume Since 2007. On August 5, 2013, SPY recorded the lowest non-holiday volume since February 16, 2007. August 5th also turned in a record high quote/trade ratio, as High Frequency Quote Spam persists. Charts below show daily counts of quotes and shares during regular trading hours in SPY from January 3, 2005 through August 5, 2013.
1. SPY Trading Volume (millions of shares).
2. SPY Quote Counts (millions). No record low.
3. SPY – Quotes Per Trade – New All Time Record.
4. SPY – Quotes Per 100 Shares – This ratio leaps to record highs.
