At what margin do huge slippages start in stock futures?

[ShubhS9]

@vivdroid

so if 50 lots is being traded if i add the if i add the first 5 bid- ask lots, should i assume it has a liquidity of 50 lots?

This post should clarify all your doubts:

What is impact cost?

Hello, When large orders are executed without noticable movement in stock prices, one can say the stock market is liquid. Lets consider the snap quote of a stock at a point in time: [image] The snap quote here consists of 4 best buy and 4 best sell orders. Here the bid-ask spread(difference between best buy and best sell orders) is 0.50. Buyers can execute their orders at best seller prices and sellers can execute their orders at best buyer prices. Here, a buy market order for 100 sh…