Here is what I do on EuroStoxx to find out if there are good or fake BIDs/ASKs on depth I use Depth with Tape. I take in consideration only inside quote, I don't pay much attention beyond them, or already proved good BID/ASK a few minutes ago if the price is continue to stay in short-term box (usually 2-5 ticks on
Stoxx). Lets say we want to see if it is a good 1000 bids at particular price, if there is big selling pressure (many sales with good volume) on this price, but bids are still there, didnt decrease dramatically in size, the people add new bids in place of already filled, the bids are real, and they support market very well (the tape is all red but we move nowhere) and the price could go upward a little after this, usually it takes several times to get through these bids. Fake Bid or Ask dont show up on inside quote if the pressure is in their way.