Market Microstructure
Will the highest temperature in Chicago be 72°F or higher on March 29? →Spread Analysis
Best Bid
0.2¢
Best Ask
0.5¢
Spread
0.30¢
Spread %
85.71%
Midpoint
0.4¢
Liquidity
$9K
Order Flow
Total Trades
1,000
Avg Trade Size
35
Median Trade Size
6
Max Trade Size
2,861
Buy Trades
784
Sell Trades
216
Buy / Sell Ratio78.4% / 21.6%