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CI First Asset U.S. Tactical Sector Allocation Index ETF T.FUT



TSX:FUT - Post by User

Comment by BayWallon Sep 17, 2012 9:07pm
124 Views
Post# 20377898

RE: Baywall can u post Level2...

RE: Baywall can u post Level2...

The sell amount on the books at 1 cent was 2,997,000 this morning. It looks like some sellers walked away, or maybe sold into the 1/2 cent bid.

 

There was 860,000 share buy orders at 1/2 cent, 2 minutes before the opening bell. But retreated to 300,000 when trading started this morning. Otherwise most other price levels were unchanged throughout the day.

 

 

 

V:FUT Market Book By Price 15:06:30

 

Bid Ask
Orders Size Price   Price Size Orders
1 53,000 0.005   0.01 2,595,620 18
    0.015 746,000 8
    0.02 725,000 6
    0.025 50,000 1
    0.03 140,000 2
    0.035 200,000 1
    0.045 825,000 3
    0.05 147,930 3
    0.055 10,000 1
    0.065 14,000 1
    0.075 7,000 1
    0.10 60,000 1
    0.125 15,000 2
    0.195 3,000 1
    0.70 100,000 1

 

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