Market Microstructure
Will the highest temperature in Chicago be 76°F or higher on March 30? →Spread Analysis
Best Bid
95.3¢
Best Ask
98.0¢
Spread
2.70¢
Spread %
2.79%
Midpoint
96.6¢
Liquidity
$405
Order Flow
Total Trades
1,000
Avg Trade Size
170
Median Trade Size
9
Max Trade Size
12,890
Buy Trades
794
Sell Trades
206
Buy / Sell Ratio79.4% / 20.6%