Does that really help, though? During the trading day, many (I want to say most, but can't confirm it) trades don't affect prices; odd lots and trades internali

Does that really help, though? During the trading day, many (I want to say most, but can't confirm it) trades don't affect prices; odd lots and trades internalized on certain trading platforms don't effect NBBO IIRC. On the other hand, pre-market and after hours trades of even single-digit shares can move the price. This is why volatility can be so high then, and why you'll often see things like stock prices moving 10, 20, 30% within a few moments of close. Sometimes it snaps back before the next trading day. Sometimes, it doesn't.