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.