How liquid is your broker?

You may never get a 100% accurate answer to that question which should not really bother you. The best way for me to judge the ability of my broker is by evaluating how my orders are filled. I usually trade using pending orders only and they get filled at the price I enter.

For me this is a very important fact as a trader. Even during market events which cause an increase in volatility my orders are filled with very little slippage which shows me that my broker is able to fill my orders properly and therefore has access to great liquidity providers. The absence of re-quotes is another factor which shows me that my broker is able to fill my orders at the price I have entered.

Those facts are very important to me, I know every trader has different preferences, but this one together with tight spreads are my top two.