Overview of average ratios of quantity aggressed on the top of book vs. quantity that was sitting at the bid and ask. Comex Gold, expiry H7 from 19th Feb 2017 to 26 Feb 2017
About Max Fages
This author has yet to write their bio.Meanwhile lets just say that we are proud Max Fages contributed a whooping 3 entries.
Entries by Max Fages
Overview of the Top of Book Best Bid/Ask Spread for CME’s Comex Gold Futures over 19th Feb to 26th Feb 2017. Distribution of time-weighted values over Singapore time
West Texas Intermediate Dec ’16 (CME Future CLZ6) Percentages (cumulated to 200%) of Hour of the Day (UTC) at which a high (blue) or low (min) is reach for the day for the period 01-10-2016 to 31-11-2016
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