Market Microstructure
Will the highest temperature in Chicago be 41°F or below on May 5? →Spread Analysis
Best Bid
—
Best Ask
0.3¢
Spread
—
Spread %
—
Midpoint
—
Liquidity
$10K
Order Flow
Total Trades
1,000
Avg Trade Size
122
Median Trade Size
8
Max Trade Size
16,837
Buy Trades
808
Sell Trades
192
Buy / Sell Ratio80.8% / 19.2%