Even during the current trading hours liquidity isn't uniform but more concentrated around certain times of day - that might "smear out" over more time, not mov

Even during the current trading hours liquidity isn't uniform but more concentrated around certain times of day - that might "smear out" over more time, not move to the additional days, or block trades start smaller or ... Changes to market structure should at least be analyzed thoroughly as we don't want any "parasitic" strategies to gain from changes.