Market Microstructure
Will the highest temperature in Denver be 42°F or higher on May 8? →Spread Analysis
Best Bid
99.6¢
Best Ask
99.8¢
Spread
0.20¢
Spread %
0.20%
Midpoint
99.7¢
Liquidity
$4K
Order Flow
Total Trades
1,000
Avg Trade Size
27
Median Trade Size
5
Max Trade Size
2,668
Buy Trades
796
Sell Trades
204
Buy / Sell Ratio79.6% / 20.4%