Market Microstructure
Will the highest temperature in Denver be 56°F or higher on May 2? →Spread Analysis
Best Bid
99.1¢
Best Ask
99.3¢
Spread
0.20¢
Spread %
0.20%
Midpoint
99.2¢
Liquidity
$2K
Order Flow
Total Trades
1,000
Avg Trade Size
80
Median Trade Size
8
Max Trade Size
12,544
Buy Trades
883
Sell Trades
117
Buy / Sell Ratio88.3% / 11.7%