Market Microstructure
Will the highest temperature in Chicago be 48°F or higher on May 4? →Spread Analysis
Best Bid
99.6¢
Best Ask
99.9¢
Spread
0.30¢
Spread %
0.30%
Midpoint
99.8¢
Liquidity
$10K
Order Flow
Total Trades
1,000
Avg Trade Size
174
Median Trade Size
9
Max Trade Size
60,854
Buy Trades
867
Sell Trades
133
Buy / Sell Ratio86.7% / 13.3%