Tick Size, Implicit Spread and Liquidity: Application for Eurex Index Futures

April 7, 2021 - Eurex DAX Index Futures (DAX) tick size was increased from 0.5 to 1 on December 21𝑠𝑡, 2020. STOXX 50 Index Futures (STOXX 50) will have its tick size reduced to 0.5. This whitepaper examines the impact of tick size changes on DAX outrights’ microstructure variables.

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