I agree it is usually pretty tight, especailly if you are fading a pullback at a good entry when volume starts picking up. If the market is churning early afternoon style, it is a little harder to get hit on a market at the b/a, that is if you are not trading size. If you are doing any size it helps to scale in and out a couple ticks apart.
Transition to Futures
- Thread starter Neet
- Start date
Not sure what YM you are trading but just last friday I saw multiple times in YM where the spread was more than 1 tick. The fact remains that the YM book is very thin which can pose a problem if you try to trade size. When only 10 contracts can move a market 3 ticks, you are going to get a lot of whipsaws. ES is much smoother due to the massive liquidity.
i will bite. since it looks like you are trolling for customers i have some questions. are you any good at it? how much did you personally make last year? are you willing to show your account as proof?
V gets straight to what we all want...details! Spectra, care to answer the good man? 
That's what makes it sooooo apealing, if 10 contracts can move the market a bit, put in a market as the spread widedens, (ie cash and es, er taking off) and when it hits your price after the noise settles at a good number it's off to the races... Much easier to scalp 6-20 points+ if you are on the right side. You can read the dom like a book to see if the juice is there at your entry.
Thin book makes scalping after hours a piece of cake if you buy at the bid and sell at the ask right after cash close and the ym overshoots it.