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Generally, volatile price action comes it two forms: Liquid, and Illiquid. Volatile liquid price action usually has a low spread, a fast tick rate, and a relatively large tick size though not too large, the actual movement in price is made up by the high tick rate from the multiple participants. Volatile and illiquid price action usually has a high spread, a lower tick rate, and a very large tick size. By multiplying tick rate by tick size you will lose the ability to discern whether the market is liquid (high tick rate * large tick size)...