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I do not trade it, but there was a recent post here about slippage equal to
7.50 SPX
points! Seems outrageous to me, but that is what they said....BW
In a message dated 9/26/99 7:30:22 AM Pacific Daylight Time, fpi@xxxxxxxxxxxx
writes:
> >
> >How liquid is SPY? It seems to me that I often see it on the "most
actives"
>
> >list, but when I look at a 1-minute chart, sometimes it's pretty spotty.
> >Anyone?
> >
> >Thnks,
> >
> >Dave
>
> In my experience, extremely liquid, no problem whatsoever.
>
> Regards,
>
> FPI
> >
> >
> >
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