I have not looked at the YM in a while and I was wondering if volume has improved with it moving to globex. Anyone know what the average bid size is these days during peak trading hours? Wanted to look today but thought it would be thinner with rollover. Thanks.
Today the total DOM size for YM-U was about 200 by 200. The ES-U had total DOM size about 3500 by 3500. YM looks way too thin for me.