I get that L1 is the nbbo, but by what perverse standard are the orders at the SAME PRICE not aggregated?
So there's 100,000 shares bid on a stock at $5 and Ameritrade, and possibly others, are showing 8,000? Who does this help?
It's just wrong, and the actual size on the b/a should be disseminated. I know it has nothing to do with MT, but thought you might know more about it.
I believe IB does it right,