Market Microstructure
Will the highest temperature in Amsterdam be 20°C or higher on April 9? →Spread Analysis
Best Bid
96.5¢
Best Ask
97.7¢
Spread
1.20¢
Spread %
1.24%
Midpoint
97.1¢
Liquidity
$1K
Order Flow
Total Trades
1,000
Avg Trade Size
52
Median Trade Size
9
Max Trade Size
2,982
Buy Trades
852
Sell Trades
148
Buy / Sell Ratio85.2% / 14.8%