The spread between Mt. Gox and the other exchanges is around 22% today.  This may be an all-time high. We've seen 20% a few times, but above 20% has been rare. The spread has been climbing slowly for weeks.  (Is this charted somewhere?  "bitcoincharts.com" doesn't chart it, but they're run by Mt. Gox.)

It's a slow day. This isn't due to volatility. This is purely the penalty for using Mt. Gox.

That number is getting into the range where a run on Mt. Gox is likely.