Forum: Traders Hideout
October 21st, 2014, 05:31 AM
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Replies: 29
Views: 13,813
The JPM study is based on the CME measurement,...
The JPM study is based on the CME measurement, that can be found here:
http://www.cmegroup.com/education/files/liquidity-monitor-2014-q3.pdf
For the ES, in Q3, the "Depth at the top-of-the-book...
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Forum: Traders Hideout
October 20th, 2014, 05:31 AM
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Replies: 29
Views: 13,813
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