Hi,
Thanks for the replies.
Attached is a 300 tick chart of the ES, the white is the inside volume.
I didn't notice any detectable difference in the spread whilst this inside volume was being formed and I am still wondering if anyone knows under what market conditions and circumstances...
Hi
I have recently been looking at Bid Ask volume analysis , relating particularly to the ES and YM contracts.
I am interested in finding out more about Inside Volume -
- Under what conditions does and can Inside Volume occur ?
- What is it that makes Inside Volume occur ...