Market Microstructure
Will the highest temperature in Chicago be between 4-5°F on January 23? →Spread Analysis
Best Bid
—
Best Ask
0.1¢
Spread
—
Spread %
—
Midpoint
—
Liquidity
$0
Order Flow
Total Trades
1,000
Avg Trade Size
78
Median Trade Size
9
Max Trade Size
11,074
Buy Trades
815
Sell Trades
185
Buy / Sell Ratio81.5% / 18.5%