I am interested to know what the significance of depth is?
(have also noticed that things can change suddenly when buyers/sellers not on the depth list take action)
Are there generalisations that can be gleaned from the depth list.
Just noticed that before trading has started that for BSL
some clown has put a buy in for 1 share @ 9.5 (close @9.26 and sell @ 9.00) next level is @ a more realistic 9.35 - I assume they are just trying to raise the buy bar ??