average best bid/ask size EminiSP500

Discussion in 'Index Futures' started by 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 ?
  2. duard


    Average inside 500ish, middle 1000ish, outside 2000ish in the book on globex. I believe but right now inside is 1700 for instance.