Trading DOM Question and Resting Orders

April 19th, 2014, 04:12 PM

I think I know the answer to this question, but I was wondering what the main reason why order size tends to get larger the further you are away from the market/spread etc.?

April 20th, 2014, 11:37 AM

Lower probability of fill. Market maker's rest more orders further out to maintain a better spot in the queue and can cancel them as price nears depending on how much edge they think that price has.

Trading DOM Question and Resting Orders

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Trading DOM Question and Resting Orders