spy vs spxw 0dte liquidity/slippage
personally I find spy easier to trade psychologically- i don't know if this is because it's smaller numbers or just being comfortable with it, but regardless, I understand there's a position size beyond which spy just might not be liquid enough for quick entry/exits.
at what position size does exiting quickly start producing slippage on spy? what about spxw? assuming a goal of closing the entire position as fast as possible
at what size would you switch from SPY to SPXW for this?