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Old 18-07-2008, 19:12   #12177
Portly_Giraffe
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Re: Virgin Media Phorm Webwise Adverts [Updated: See Post No. 1, 77, 102 & 797]

Quote:
Originally Posted by fidbod View Post
I believe this is because Phorm stock is traded in part using the LSE SETS orderbook system.

In essence as a buyer I can input the maximum price I am prepared to buy at - my buy order could be input as "buy 1000 shares at between 1000p and 1100p"
Yes, of course, I should have realised that it's an orderbook process and not one based on market makers. So I assume that deals may happen outside spread when liquidity is low (inevitable in somewhere like AIM) and the share price is moving fast.

I suppose the question I would ask is whether the share price was moving fast enough to justify a premium of 25p/share over the Ask Price on a block of 500 shares (so £125). Or similarly on other Buys above the Ask Price. Do other AIM-listed companies' share prices exhibit similar behaviour?
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