My question is the same, the reply is not what I am looking for. Refer to the below example.
buyer
bid order qnty
100.1 5 200
100.2 2 300
100.3 10 500
Total Quantity: 1000
seller
bid order qnty
100.2 5 100
100.3 2 50
100.4 10 150
Total Quantity: 300
At this situation it is found the price is dropping abnormally. Why is it so?