Why Is a Highly Liquid Market Essential for Effective Arbitrage?

High liquidity is essential because it ensures that arbitrageurs can execute large-volume trades quickly and with minimal price impact (low slippage). Arbitrage opportunities are often fleeting, and a liquid market allows for immediate execution at the desired price.

Low liquidity, conversely, leads to higher slippage and transaction costs, making the arbitrage opportunity uneconomical or impossible to capture.

What Is the Relationship between a Cryptocurrency’s Trading Volume and Its Potential for High Slippage?
How Does a Short Window Affect the “Slippage” Experienced by the Manipulator?
What Is ‘Latency’ in HFT and Why Is It a Critical Factor?
Why Is Fast Execution Critical for Profitable Arbitrage in DeFi?
How Does Transaction Latency Affect the Profitability of High-Frequency Spot-Futures Arbitrage?
Can a Liquidity Pool with High Volatility but Low Volume Experience High Slippage?
How Does the Volatility of Cryptocurrencies Create Unique Arbitrage Opportunities Compared to Traditional Assets?
How Does Latency Impact the Profitability of a High-Frequency Trading Strategy?

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