Bid and Ask Size

It seems that trades that are dealt with by Market Makers work on the basis of Size both for Buying and Selling.

What this has meant to me is that trying to sell 100,000 BLU when the Ask Size is 70,000, the trade will not appear on L2 and that more disturbingly it may not get executed, even if the price is within limits.

Thankfully the Bid and Ask Size are on L2 and so this is another aspect of trading that really needs to be added to the whole process and which I can monitor now.

Learning something every day.