Market Microstructure
Will the highest temperature in Toronto be 2°C on March 4? →Spread Analysis
Best Bid
—
Best Ask
0.1¢
Spread
—
Spread %
—
Midpoint
—
Liquidity
$0
Order Flow
Total Trades
1,000
Avg Trade Size
49
Median Trade Size
7
Max Trade Size
2,375
Buy Trades
891
Sell Trades
109
Buy / Sell Ratio89.1% / 10.9%