In the current charttrader implementation, below "ATM strategy" only the last bid and ask price and size are shown. Actually a three column market depth can be shown here to display more information. For example, something like:
A 1900 100
A 1899 200
A 1898 300
A 1897 100
A 1896 200
-----------------
B 1895 300
B 1894 200
B 1893 200
B 1892 100
B 1891 300
- Clearpicks
Comment