LITT Market Depth 2:40pm ET 1 / 5,000 0.045 --- 0.05 1,165,000 / 17
20 / 3,882,000 0.04 --- 0.055 951,000 / 12
27 / 5,171,000 0.035 --- 0.06 721,000 / 11
20 / 2,768,000 0.03 --- 0.065 100,000 / 1
15 / 2,731,000 0.025 --- 0.07 115,000 / 2
17 / 1,756,000 0.02 --- 0.075 272,000 / 4
8 / 1,432,000 0.015 --- 0.08 101,000 / 4
6 / 2,162,000 0.01 --- 0.085 230,000 / 2
4 / 805,000 0.005 --- 0.09 141,000 / 5