Market Microstructure
Will the highest temperature in Denver be 60°F or higher on May 12? →Spread Analysis
Best Bid
99.5¢
Best Ask
99.8¢
Spread
0.30¢
Spread %
0.30%
Midpoint
99.6¢
Liquidity
$3K
Order Flow
Total Trades
1,000
Avg Trade Size
45
Median Trade Size
9
Max Trade Size
7,288
Buy Trades
901
Sell Trades
99
Buy / Sell Ratio90.1% / 9.9%