E-mini S&P 500 spreads on the level 2

Discussion in 'Index Futures' started by bonds, Jun 18, 2013.

  1. bonds


    I've recently noticed on the level 2 i am constantly seeing 2 tick spreads... e.g 1650x1650.5... and this is happening all through the day for the last couple of days and i have never seen this before, have always constantly seen 1 tick spreads, although i have only been trading the es for a few months.

    is this normal? is this just a sign or reduced volume and liquidity or is it something else?
  2. bonds


    another thing i just noticed... at 1:51:38... there were 750 contracts on the offer at 1651.25... and then you see 25 contracts print at 1651.25... and then the bid is suddenly 1651.25

    so of the 750 contracts, were 725 fake? and 25 real?
  3. pma


    Are you still trading June? September has lots more volume.:)
  4. bonds


    ahhh that explains it lol... thanks :)
  5. JohnHar


    I don't think that you will not see the same situation in Sptember. It will depends on situation at market and what players want to do.