S&P 5005,738-1.7%
Nasdaq18,042-2.3%
10Y UST4.15%-14bp
DXY104.8+1.2%
WTI$92.40+18.5%
VIX28.4+45%
Gold$2,945+3.2%
SOFR3.66%-2bp
EUR/USD1.0642-0.8%
Bund 10Y2.48%-9bp
S&P 5005,738-1.7%
Nasdaq18,042-2.3%
10Y UST4.15%-14bp
DXY104.8+1.2%
WTI$92.40+18.5%
VIX28.4+45%
Gold$2,945+3.2%
SOFR3.66%-2bp
EUR/USD1.0642-0.8%
Bund 10Y2.48%-9bp
LIVE

Market Making

WARNING

Liquidity & Microstructure

0.15%
+42%

Avg Bid-Ask Spread Trend

30D
2/82/92/102/112/122/132/142/152/162/172/182/192/202/212/222/232/242/252/262/272/283/13/23/33/43/53/63/73/83/90.10.1250.150.1750.2

Key Metrics

Avg Bid-Ask Spread

0.15%
+42%

Market Depth

2.3M$
-28%

HFT Volume Share

52.4%
+3.1%

Liquidity Index

34.2
-18.5

Order Imbalance

1.8:1
Sell-heavy

Dark Pool Volume

38.7%
+5.2%

Key Insight

Market makers are widening quotes as geopolitical risk intensifies. Liquidity provision has contracted sharply, with market depth down 28%. The SEC Options Roundtable confirmed the paradox of declining liquidity during elevated volatility.

Related Signals

No active signals for this sector.

Related Alerts

No active alerts for this sector.