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...
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?
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