N NickBarings Jul 11, 2006 #1 What's the average size on the best bid/ask for the E-mini S&P 500 these days ? And what about the cumulative volu- me 5 levels deep ?
What's the average size on the best bid/ask for the E-mini S&P 500 these days ? And what about the cumulative volu- me 5 levels deep ?
D duard Jul 11, 2006 #2 Average inside 500ish, middle 1000ish, outside 2000ish in the book on globex. I believe but right now inside is 1700 for instance.
Average inside 500ish, middle 1000ish, outside 2000ish in the book on globex. I believe but right now inside is 1700 for instance.
