New answers tagged volume
This blog entry has graphs of the major ECN and CLS volumes - it has the data you are looking for. Suggest you ask the author where the data comes from (there is a contact button). http://www.marketfactory.com/the-missing-billions/
This is called momentum ignition, and it is illegal. Any "manipulative" behaviour is illegal. I quote the SEC: Manipulation is intentional conduct designed to deceive investors by controlling or artificially affecting the market for a security. Manipulation can involve a number of techniques to affect the supply of, or demand for, a stock. They include: ...
What you refer to is called Layering, this is absolutely forbidden on every market as you would volontarily send misleading signal as to volume and then price. Regulators have been fining people A LOT recently for such market manipulations as they are obvious. Do not attempt to do such things !
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