Market Microstructure
Will the highest temperature in Denver be 54°F or higher on May 3? →Spread Analysis
Best Bid
99.9¢
Best Ask
100.0¢
Spread
0.10¢
Spread %
0.10%
Midpoint
100.0¢
Liquidity
$239K
Order Flow
Total Trades
1,000
Avg Trade Size
38
Median Trade Size
7
Max Trade Size
4,000
Buy Trades
796
Sell Trades
204
Buy / Sell Ratio79.6% / 20.4%