Volume: How can it be used in trading?

• 24 July 2017

• #261

tech/a

No Ordinary Duck

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So what happened to full disclosure.
Why not hide the first n levels?
Like a spread.

which minimises information leakage and market impact when posting liquidity.

this is good or bad WHY?

 

• 24 July 2017

• #262

Wysiwyg

Everyone wants money

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ASX Centre Point is Australia's only dark pool matching system which can offer this true integration with the lit market. It's this access which sees around 8% of on-market trading being directed through ASX Centre Point.

Click to expand...

Good for large parcel holders as highlighted.
Good for front running.
Good when hidden support is strong.

Annoying missing fills because orders execute between spread and as I previously stated trades leaping mid point order.

 

• 25 July 2017

• #263

Boggo

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28 March 2006

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This "iceberg" symbol is often an indicator of significant interest - in theory.
https://web.iress.com.au/help/Neo 4.00sp1/Content/Core_Help/Orders/iceberg_orders.htm