Market Microstructure
Will the highest temperature in Chicago be between 32-33°F on March 1? →Spread Analysis
Best Bid
99.9¢
Best Ask
100.0¢
Spread
0.10¢
Spread %
0.10%
Midpoint
100.0¢
Liquidity
$0
Order Flow
Total Trades
1,000
Avg Trade Size
95
Median Trade Size
7
Max Trade Size
10,000
Buy Trades
877
Sell Trades
123
Buy / Sell Ratio87.7% / 12.3%