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June 28, 2011, 04:54:07 PM |
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How can bids on Mt. Gox be greater than asks sometimes?
Here's a 5-minute stretch from my arb bot log where the spread was inverted:
mtgox 17.1039/17.09079, tradehill 17.2/17.24 mtgox 17.1039/17.09079, tradehill 17.2/17.24 mtgox 17.1039/17.09079, tradehill 17.2/17.24 mtgox 17.1039/17.09079, tradehill 17.2/17.24 mtgox 17.1039/17.09079, tradehill 17.2/17.24 mtgox 17.0909/17.09079, tradehill 17.2/17.24 mtgox 17.0909/17.09079, tradehill 17.2/17.24 mtgox 17.0909/17.09079, tradehill 17.2/17.24 mtgox 17.0909/17.09079, tradehill 17.2/17.24 mtgox 17.0909/17.09079, tradehill 17.2/17.24 mtgox 17.0909/17.09079, tradehill 17.2/17.24 mtgox 17.0909/17.09079, tradehill 17.2/17.24 mtgox 17.0909/17.09079, tradehill 17.2/17.24 mtgox 17.0908/17.09079, tradehill 17.2/17.24 mtgox 17.0908/17.09079, tradehill 17.2/17.24 mtgox 17.0908/17.09079, tradehill 17.2/17.24 mtgox 17.0908/17.09079, tradehill 17.2/17.24 mtgox 17.0908/17.09079, tradehill 17.2/17.24 mtgox 17.0908/17.09079, tradehill 17.2/17.24 mtgox 17.0908/17.09079, tradehill 17.2/17.24 mtgox 17.0908/17.09079, tradehill 17.2/17.24 mtgox 17.0908/17.09079, tradehill 17.2/17.24 mtgox 17.0908/17.09079, tradehill 17.2/17.24 mtgox 17.0908/17.09079, tradehill 17.2/17.24 mtgox 17.0908/17.09079, tradehill 17.2/17.24 mtgox 17.0908/17.09079, tradehill 17.2/17.24
It eventually corrected itself:
mtgox 17.0821/17.09079, tradehill 17.2/17.24 mtgox 17.0821/17.09079, tradehill 17.2/17.24 mtgox 17.0821/17.09079, tradehill 17.2/17.24 mtgox 17.0821/17.09079, tradehill 17.2/17.24 mtgox 17.0821/17.09079, tradehill 17.2/17.24 mtgox 17.0821/17.09079, tradehill 17.2/17.24 mtgox 17.0821/17.09069, tradehill 17.2/17.24 mtgox 17.0821/17.09069, tradehill 17.2/17.24 mtgox 17.0821/17.09069, tradehill 17.2/17.24 mtgox 17.0748/17.08209, tradehill 17.2/17.24
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