The Average Depth of the Limit Order Book Is ________

The average depth of the limit order book is ________.

A) lower for the large stocks in the S&P 500 Index than for the smaller stocks in the Russell 2000 Index
B) higher for the large stocks in the S&P 500 Index than for the smaller stocks in the Russell 2000 Index
C) about the same for both the large stocks in the S&P 500 Index and the smaller stocks in the Russell 2000 Index
D) unrelated to the sizes of the stocks in the indexes

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