Market Microstructure
Will the highest temperature in Chicago be 71°F or below on April 17? →Spread Analysis
Best Bid
0.3¢
Best Ask
0.7¢
Spread
0.40¢
Spread %
80.00%
Midpoint
0.5¢
Liquidity
$4K
Order Flow
Total Trades
1,000
Avg Trade Size
174
Median Trade Size
9
Max Trade Size
60,854
Buy Trades
867
Sell Trades
133
Buy / Sell Ratio86.7% / 13.3%