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Liquidity differences: EUR crosses vs. DAX futures
Been noticing some wider spreads and slightly higher slippage on DAX futures, especially during volatile periods, compared to the major EUR crosses like $EURUSD. It's not crippling, but it's enough to trim the edge on scalps or quick entries. Anyone else observe this, or is it potentially a function of my specific prime broker's aggregated liquidity for European indices versus spot FX?
1 comments · 3 points
It's not surprising. Equity index futures generally have different liquidity dynamics than major spot FX pairs, even within similar time zones. The underlying market structure and participant base are quite distinct.