If you capture the last volume data before SP and the first data after inplay, you will get a rough estimate of how much was matched at BSP. But it's tiny and erratic.
If you capture the last volume data before SP and the first data after inplay, you will get a rough estimate of how much was matched at BSP. But it's tiny and erratic.
Im curious how BSP is efficient in the long run with such low liquidity
If you capture the last volume data before SP and the first data after inplay, you will get a rough estimate of how much was matched at BSP. But it's tiny and erratic.
Im curious how BSP is efficient in the long run with such low liquidity
If there is low bsp liquidity it will be within the spread
If you capture the last volume data before SP and the first data after inplay, you will get a rough estimate of how much was matched at BSP. But it's tiny and erratic.
Im curious how BSP is efficient in the long run with such low liquidity
If there is low bsp liquidity it will be within the spread
The efficiency of markets just baffles me even after all this time