medium · Order Flow Analysis tape-reading-time-sales
What is the effect of 'Market Impact' (Slippage) on institutional execution?
- It increases the 'Tick Value' of the futures contract during high volatility.
- It raises the average fill price for buy orders and lowers it for sell orders.
- It only affects retail traders who use market orders, not institutions.
- It guarantees that the institution will always achieve the Volume-Weighted Average Price (VWAP).
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