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

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