Skip to main content

Table 4 Comparison of liquidity

From: A theory of very short-time price change: security price drivers in times of high-frequency trading

Date

03-May

04-May

05-May

06-May

07-May

Contracts

17,433

15,303

12,359

310

2659

USD value

1,045,293,463

893,156,475

715,793,213

16,638,063

147,680,563