Market Microstructure
Will the highest temperature in Toronto be 7°C on March 31? →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
28
Median Trade Size
7
Max Trade Size
943
Buy Trades
855
Sell Trades
145
Buy / Sell Ratio85.5% / 14.5%