Market Microstructure
Will the highest temperature in Toronto be 7°C on April 1? →Spread Analysis
Best Bid
0.1¢
Best Ask
0.2¢
Spread
0.10¢
Spread %
66.67%
Midpoint
0.1¢
Liquidity
$4K
Order Flow
Total Trades
1,000
Avg Trade Size
44
Median Trade Size
8
Max Trade Size
7,059
Buy Trades
854
Sell Trades
146
Buy / Sell Ratio85.4% / 14.6%