book depth
Defined in Article 2, Commission Delegated Regulation (EU) 2017/575
Definitions over time (1)
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20/04/2017 – today applies on 10/11/2026 Article 2, Commission Delegated Regulation (EU) 2017/575 Scope: Whole act
For the purposes of this Regulation, the following definitions shall apply:
book depth means the total available liquidity expressed as the product of price and volume of all bids and offers for a specified number of price increments from the mid-point of the best bid and offer;