FTSE on LIFFE - illiquid?

[arabianights]

no

 

[Dommo]

The matched bid and offer shouldn't flash up, because being matched they are immediately transacted and not tradeable - to show them momentarily as tradable would misrepresent the market - software could react to 'liquidity' that actually doesn't exist.

If I was planning to push FTSE around I think I'd want to push some shares around at the same time.

 

[Jaydee]

The issue is more that someone with a lot of dosh could move the market by quite a few ticks

Someone could squeeze, but the blackbox arbs are just going to switch on and move it back to where it was and squeeze the life out of the squeezer.