Stocks 9th May '22 Top of Book Liquidity Market liquidity is dire. This chart from GS looks at top of book (this is the highest bid and lowest ask) depth. It is very low and at levels, as the bank says, consistent with extreme volatility. Source. Click to share on Twitter (Opens in new window)Click to email a link to a friend (Opens in new window)Click to share on LinkedIn (Opens in new window)