Market Microstructure
Will the highest temperature in Toronto be -1°C or higher on January 2? →Spread Analysis
Best Bid
—
Best Ask
0.1¢
Spread
—
Spread %
—
Midpoint
—
Liquidity
$0
Order Flow
Total Trades
1,000
Avg Trade Size
46
Median Trade Size
8
Max Trade Size
1,538
Buy Trades
881
Sell Trades
119
Buy / Sell Ratio88.1% / 11.9%