Support Board
Date/Time: Thu, 28 Nov 2024 13:53:42 +0000
Post From: Calculations: bid - ask, average market depth
| [2023-05-11 12:02:55] |
| User775644 - Posts: 8 |
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SC Support, Thank you so much for the "bid- ask" calculation help! For question 2, is there a study is SC that can calculate the current “average market depth” (limit orders), for the bid side and ask side? For example: add up the bid limit orders, 5 levels deep, and calculate the average. And do the same calculation on the ask side. Thank you again for any advice and help with this! |