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Volume Ratio
The Volume Ratio is the number of messages submitted for each executed contract in a given product.
Last updated: 06-Apr-2010
What is Volume Ratio?
This ratio is calculated by some exchanges (typically futures and options exchanges such as the CME in order to prevent abuse and market manipulation.
Typically, a clearing firm will be fined if they allow their members to excessively place and withdraw orders on the exchange and cause a flood of unexecuted orders to potentially slow down the speed at which the exchange operates.