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Chicago Mercantile Exchange (CME) Liqudity Tool


From the CME: “Analyze current and historical bid-ask spreads, book depth, and cost to trade statistics for CME Group products across three distinct global time zones”

From the video:
Traders use liquidity as a key indicator to know how much of a product they can trade and what is the cost of trading it. It allows them to get in and out of the market quickly, efficiently and cost-effectively. Developed by CME data science, the interactive CME liquidity tool visualizes three critical factors that help you understand liquidity dynamics before trying a new market or a new trade.

Bid-Ask Spread: The difference between the price quoted to purchase and sell the product.
**Book Depth:**The number of contracts in buy orders and sell orders at a given price level.
The Cost to Trade: The amount it will cost in ticks equal to the minimum bid/ask spread to buy or sell a specific order size.

You can view current or historical product liquidity to understand the trends and patterns over time and focus on the trading hours of different time zones.

To see how the CME liquidity Tool Works, we suggest you watch this video:

We hope this helps you with your futures trading method.

Thank you,
Matt Z