The average depth of the limit order book is $\_\_.$ about the same for both the large stocks in the S&P $500$ Index and the smaller stocks in the Russell $2000$ Index lower for the large stocks in the S&P $500$ Index than for the smaller stocks in the Russell $2000$ Index higher for the large stocks in the S&P $500$ Index than for the smaller stocks in the Russell $2000$ Index unrelated to the market capitalization