Market Microstructure
Will the highest temperature in Chicago be 56°F or higher on May 14? →Spread Analysis
Best Bid
99.5¢
Best Ask
99.9¢
Spread
0.40¢
Spread %
0.40%
Midpoint
99.7¢
Liquidity
$3K
Order Flow
Total Trades
1,000
Avg Trade Size
78
Median Trade Size
10
Max Trade Size
2,890
Buy Trades
591
Sell Trades
409
Buy / Sell Ratio59.1% / 40.9%