The average depth of the limit order book is Multiple Choice higher for the large stocks in the S\&P 500 index than for the smaller stocks in the Russell 2000 index about the same for both the large stocks in the S\&P 500 index and the smaller stocks in the Russell 2000 inde unrelated to the sizes of the stocks in the indexes lower for the large stocks in the S\&P 500 Index than for the smaller stocks in the Russell 2000 Index