#Liquidity101 🔍 Liquidity
I used to think that I understood liquidity.
You know, like: "the bigger the volume — the better, it’s all logical".
But over time it became clear: liquidity is not just about volume, but about price behavior, order book depth, and even the interest of market makers.
If you want to trade seriously — understand liquidity not just in words, but in numbers and structures.
🧠 1. Volume ≠ liquidity
You see $500M volume on a pair — and you think everything is OK. But:
• 90% of that volume might be concentrated within 1% of the price
• or it could be “wash trading” on the part of the exchange
📌 Liquidity is about how much you can actually buy/sell without moving the price.
📊 2. Order Book Depth = the true X-ray of the market
Now I always look at:
• what the depth of the order book is at 1%, 2%, 5%
• how quickly the order book updates
• are there any gaps in the order book (liquidity voids)