I don't have access to an intraday feed yet for VIX Futures but does anyone know how wide the bid/ask spread is on average during RTH?? I heard that it is 5 ticks wide on average, I hope I heard wrong. The intraday mean reversion/reversals from Upside to Downside are amazing in the VIX. I see it happening over 72% of the time daily in backtested data. Fading the upside looks like a great play in the VIX Futures but a wide bid/ask could easily kill potential profits. This product is more than just an inverse to ES, the time decay on s&p implied vol helps erode and drag this thing down. Again, further reasons to look for upside reversals every day. So what is the average bid/ask spread? Thanks.