Any volume or liquidity? I trade SUNW common stock all day long, its easy when you watch it that often. It moves the same way each day, but I'm wondering how the SSF moves?
http://onechicago.com/oc/genEODReport.do?eod_YYMDdate=20040514&report=Contr&productID=SUNW1C does not look very active ...
do you trade any other ssf's? sunw looks like no volume on some days on the single stock future. maybe i'll look into csco or intc. any suggestions?
volume figures don't matter. what you need to look at is to see whehter there is a two sided market, how wide it is. You should also try to issue quote requests to see if additional market makers respond and perhaps tighten the market.