average trade size in the E-mini S&P

sabena · May 20, 2002

Guys,

What you people think is the average trade
size in the E-mini S&P ?

Post your estimation here and then I will
tell you the true average size...

saschabr · May 20, 2002

1 or 2 for most trades,
50 for big ones, 100-200 for real big.

5 avg

DaqTrader · May 20, 2002

moonwalker · May 20, 2002

75 normal 150 with pyramiding!

ddefina · May 20, 2002

The average is probably skewed by the larger players, but I'll say 75 contracts.

sabena · May 20, 2002

only 1.7 contracts average per trade !!!!

Bob777 · May 20, 2002

10 Contracts

ddefina · May 20, 2002

Originally posted by sabena
only 1.7 contracts average per trade !!!!

Must be all the <25K traders that moved over. So the "mode" must be 1 contract, with the .7 coming from large trades which skew the "simple" average?

qwiktrade · May 20, 2002

actually, this number is impossible to know... because if you are bidding 50 contracts and you get hit one at a time... do you count your buy of 50 contracts as one trade, or each single contract that was shorted to you as 50, 1 contract trades...

-qwik