S&P 500 Futures Liquidity and Volatility

S&P 500 Futures Liquidity and Volatility S&P 500 futures liquidity is improving, but remains at low levels and continues to be contingent on volatility. Image: Societe Generale Cross Asset Research

S&P 500 Futures Market Liquidity

S&P 500 Futures Market Liquidity Liquidity in U.S. equity collapsed in early 2018 and remains at low levels. Lack of liquidity tends to lead to violent market moves. Image: Goldman Sachs Global Investment Research

S&P 500 E-mini Futures Market Depth (Liquidity)

S&P 500 E-mini Futures Market Depth (Liquidity) S&P 500 E-mini futures market liquidity is improving, but remains below average levels. Image: Goldman Sachs Global Investment Research