S&P 5007,165+0.8%
Nasdaq24,837+1.6%
10Y UST4.31%-0.3%
DXY98.51-0.0%
WTI$94.40-1.5%
VIX18.71-3.1%
Gold$4,740.90+0.4%
Euro Stoxx 505,883-0.2%
EUR/USD1.1726+0.3%
S&P 5007,165+0.8%
Nasdaq24,837+1.6%
10Y UST4.31%-0.3%
DXY98.51-0.0%
WTI$94.40-1.5%
VIX18.71-3.1%
Gold$4,740.90+0.4%
Euro Stoxx 505,883-0.2%
EUR/USD1.1726+0.3%
LIVE

Market Making

WARNING

Liquidity & Microstructure

0.15%
+42%

Avg Bid-Ask Spread Trend

30D
3/283/293/303/314/14/24/34/44/54/64/74/84/94/104/114/124/134/144/154/164/174/184/194/204/214/224/234/244/26-0.0200.020.040.06

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.