Here is a snapshot of the liquidity in E-Mini on this day in 2009: [3]
[4]
Here it is again in 2012 [5]:
[6]
And here, once again courtesy of Nanex, [7]is today [7] quad-witching:
[8]
As Eric Hunsader rhetorically notes [7], "eMini Liquidity was cut in half starting Dec 12. Unknown why."
Actually "known" as we explained in "How The Market Is Like CYNK [9]." The lower the liquidity, the easier to move a rigged "market" higher. If and when the time comes to pull the rug and for the selling to begin, the exchanges will simply break and report a marketwide "self-help" event, and no selling (or short-covering) will be allowed, period. For all those who will feel Cyprused or Corzined? You will be able to address your complaints to the former head of the Federal Reserve, now located in a warm, non-extradition country.
