"do others have thoughts on the market depth, and also as to whether there is actually a chart available on its fluctuations from day to day ?? "
Keygeo since the creation of iceberg orders [hidden orders]back in 2000 -2002 I fear those who rely on depth to trade are battling . http://www.investopedia.com/terms/i/icebergorder.asp
I also think when electronic markets were opened to the masses, stop orders became more relevant to the majority which adds to the confusion and destroys the market depth traders again . Stop orders probably always existed but were manually handled which took time to execute .
If your trading commodities then open interest might be more important ,not that I use it .
