What Is ‘Order Book Depth’ and How Does It Measure Liquidity?

Order book depth refers to the volume of buy and sell orders at various price levels away from the current market price. A deep order book indicates high liquidity, meaning large trades can be executed without significantly impacting the price.

A shallow order book indicates low liquidity and high potential for slippage. Arbitrageurs use depth to gauge the capacity of the market to absorb their trade size.

How Does the ‘Order Book Depth’ Visualize the Liquidity Difference That Causes the Spread Disparity between the Two Asset Classes?
How Does the Reporting of ‘Block Trades’ Differ from Standard Exchange Trades?
How Does Order Book Depth Relate to the Trustworthiness of an Exchange’s Volume?
What Is the Role of an ‘Iceberg Order’ in Managing Large Trades without Using TWAP?
How Does an exchange’S’matching Engine’ Process Different Types of Orders?
How Is the Depth of an Order Book Related to the Potential for Slippage?
What Is ‘Market Depth’ and Why Is It Important for Large Trades?
What Is the Concept of “Hidden Liquidity” in an Order Book?

Glossar