http://www.kurzweilai.net/this-is-what-wall-streets-terrifyi...
That shows that volume increased. Which means higher competition between market makers resulting in smaller bid-ask spreads and higher liquidity, meaning the market can correct itself much faster.
http://www.nanex.net/aqck2/3528.html
That shows that volume increased. Which means higher competition between market makers resulting in smaller bid-ask spreads and higher liquidity, meaning the market can correct itself much faster.