Intraday Liquidity Profiles of Bitcoin Futures and Micro Bitcoin Futures

June 22, 2021 - Bitcoin and related synthetics have gained significant attention in the last few years. Several institutions prefer trading Bitcoin synthetics such as the Bitcoin futures listed on the CME as the execution of the actual Bitcoin involves counterparty risks. Recently, CME also introduced Micro Bitcoin futures. In this research, we analyze the intraday liquidity of both products.

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