RE: roll up roll up14 May 2022 00:37
They could easily have been put there as barriers large enough to hold the ask for a much larger O trade, and then simply withdrawn when it was done. I've certainly shuffled things up and down in the book, not least because of the jumpy-bot that undercuts prices on the ask down to a limit: put an ask in and immediately jumpy gets below you, drop it a bit, and it moves again, withdraw completely and it goes back to the higher price again. Generally the MM-bots keep within the bid/ask boundaries in the book. That's why you see things pushed down to tiny differences here (0.698 0.702).