Analyze current and historical bid-ask spreads, book depth and cost to trade statistics for CME Group products across three distinct global time zones. Login below to access the tool.
This tool is primarily used to calculate average cost-to-trade statistics for given lot sizes. In times of elevated market volatility, users may want to normalize the tool’s output with expanded daily price ranges for better context around holistic liquidity analysis of supply, demand, and market conditions in the current environment.
How the Tool Works
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CME Direct
- Access CME Group futures, options and block markets all on one screen with CME Direct, a fast, secure and highly-configurable trading front-end.
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CME DataMine
- Unlock the lessons of past market activities and implement new strategies via our CME DataMine historical data application.
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Video Introduction
- Watch a video introduction on how to use the CME Liquidity Tool to analyze bid-offer spreads, book depth and cost to trade statistics for CME Group products.
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Liquidity Insights
- Read insights on market movements as analyzed with CME Liquidity Tool data. Dive into how macroeconomic events affect liquidity in CME Group futures markets.
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