Market Microstructure
Will the highest temperature in Toronto be 4°C on January 7? →Spread Analysis
Best Bid
—
Best Ask
0.1¢
Spread
—
Spread %
—
Midpoint
—
Liquidity
$0
Order Flow
Total Trades
1,000
Avg Trade Size
29
Median Trade Size
7
Max Trade Size
1,803
Buy Trades
816
Sell Trades
184
Buy / Sell Ratio81.6% / 18.4%