Market Microstructure
Will the highest temperature in Chicago be 45°F or below on May 8? →Spread Analysis
Best Bid
0.1¢
Best Ask
0.2¢
Spread
0.10¢
Spread %
66.67%
Midpoint
0.1¢
Liquidity
$18K
Order Flow
Total Trades
1,000
Avg Trade Size
80
Median Trade Size
11
Max Trade Size
2,890
Buy Trades
592
Sell Trades
408
Buy / Sell Ratio59.2% / 40.8%