[This is a draft article for a specification that we would like community feedback on.]
A low liquidity market is one where small trading volume can result in large negative price movement. We flag a market as low liquidity when there is less than 1.0 BTC worth of total bids 25% less than the currently traded price.
Markets that have sustained low liquidity, i.e. buy demand, are at higher risk of being removed from the exchange.
If you have feedback on this indicator, please let us know at http://slack.bittrex.com.