A $100 trade and a $1M trade do not see the same market. Imagine an asset trading at $100. A $100 order might fill around $100 because there is enough liquidity nearby. Now place a $1M order. If the book does not have enough sellers at $100, the order has to consume liquidity at higher prices. $100.00 $100.05 $100.12 $100.25 Same asset. Same starting price. Different execution. That is the part traders can miss when they look only at the quoted price. Size changes how much of the order book you need to consume, which can increase slippage and market impact. So the better question is not just: “What is the price?” It is: “How much can I actually trade near that price?” That is where @tryquantio fits for me. It is being built to help explore liquidity, execution, and market structure across crypto, stocks, and commodities through conversation. Price tells me where the market is. Depth tells me what I can actually do there. https://t.co/Sxw0VOHcs7 https://t.co/rJDKmjdiTF #QuantAIPioneers