Market Microstructure
Will the highest temperature in Chicago be 59°F or below on May 21? →Spread Analysis
Best Bid
99.3¢
Best Ask
99.9¢
Spread
0.60¢
Spread %
0.60%
Midpoint
99.6¢
Liquidity
$763
Order Flow
Total Trades
1,000
Avg Trade Size
131
Median Trade Size
9
Max Trade Size
25,000
Buy Trades
899
Sell Trades
101
Buy / Sell Ratio89.9% / 10.1%