I have been getting funky quotes and NYSE executions that are much slower and a little less favorable than usual. Other stocks don't seem to be affected by this phenomenon. Any ideas?
Are you using IB? This happens not just to BAC as I know. Well, but it is your fault for not seeing what is happening.
I'm not sure about BAC, and my fills have been reasonable, but I've seen more prints outside the inside spread on NYSE stocks then ever before. Can't exactly quantify it yet, but things seem to be moving differently, and not just due to light vol. Probably just going insane.