Market depth

In finance, market depth is a real-time list displaying the quantity to be sold versus unit price. The list is organized by price level and is reflective of real-time market activity. Mathematically, it is the size of an order needed to move the market price by a given amount. If the market is deep, a large order is needed to change the price.[1][2]

  1. ^ Cite error: The named reference :0 was invoked but never defined (see the help page).
  2. ^ "Trading with market depth | Futures Magazine". www.futuresmag.com. Retrieved 2018-10-10.