Market Microstructure
Will the highest temperature in Denver be 66°F or higher on May 13? →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
33
Median Trade Size
10
Max Trade Size
3,315
Buy Trades
878
Sell Trades
122
Buy / Sell Ratio87.8% / 12.2%