traded this successfully using a custom auospreader which was very quick, much faster than the market depth, and it was making money over bro. problem is liquidity and with no more than around 10,000 trading a day in the buxl i stopped watching it. but if you are looking for 10-20 ticks a day trading 4 lots might be good, just a waste of time vs other opportunities I reckon. you can see that all the market makers are ordering 20 lots leaning on the bund 2*1. wouldnt want a sizeable position as when it gets a march on it looks a little tricky, similar to dax-eurstxx. trading this by hand is bonkers imo, as its like trading 2 bunds, with one much thinner and only there for milliseconds, so you will miss legs all day long, unless you are as fast as zeeman 🙂
