Market Microstructure
Will the highest temperature in Denver be 64°F or higher on April 22? →Spread Analysis
Best Bid
99.4¢
Best Ask
99.7¢
Spread
0.30¢
Spread %
0.30%
Midpoint
99.6¢
Liquidity
$5K
Order Flow
Total Trades
1,000
Avg Trade Size
85
Median Trade Size
8
Max Trade Size
11,503
Buy Trades
875
Sell Trades
125
Buy / Sell Ratio87.5% / 12.5%