Something Ive learned about the ALSI over the past month, is that there are a lot more Algo traders on the market than I thought. You cant see them on SBK because the connection is too slow but using other brokers (that update in milliseconds) you often see bids and offers appear and dissappear in seconds.
Also having spoken to someone whos traded the ALSI for several years now hes also confirmed the presence of these guys have increased dramatically over the past couple of years.
Just never knew they were there.
Just a useless bit of information to keep one busy on a slow day...