Market Microstructure
Will the highest temperature in Toronto be 8°C or higher on March 31? →Spread Analysis
Best Bid
99.4¢
Best Ask
99.9¢
Spread
0.50¢
Spread %
0.50%
Midpoint
99.6¢
Liquidity
$2K
Order Flow
Total Trades
1,000
Avg Trade Size
32
Median Trade Size
9
Max Trade Size
1,501
Buy Trades
786
Sell Trades
214
Buy / Sell Ratio78.6% / 21.4%