The depth of book for the eMini contract is higher on one of the quietest trading days
of the year (December 24, 2012: thick red), than it was during the explosively violent
trading days in August 2011 (dark purple).
Nanex ~ 24-Dec-2012 ~ Update: eMini Depth of Book
The following chart shows the total number of contracts for all 10 depth of book levels
averaged over each minute of the day between August 2011 (dark purple) and December
24, 2012 (bright thick red). Older days colored towards the violet end of the spectrum, while
more recent days colored towards the red end.