I'll give you credit - that was funny. But, can anyone be serious and offer a legitimate reason for this?
===================== See your points,Stock777. This maybe another innacurate/error quote; maybe not, SPY is an important benchmark. Speaking of cheaper & faster & giant; if its Citigroup doing that, not many buying that Citigroup quote.
These INTRA-DAY quotes are calculated based as if every single stock in the SPY is trading at its low, are they not? Perhaps a bank stock or an oil stock or two that got crushed on the day in question and that is what facilitated such a deep print?