Market Microstructure
Will the highest temperature in Toronto be 10°C on May 3? →Spread Analysis
Best Bid
0.1¢
Best Ask
0.2¢
Spread
0.10¢
Spread %
66.67%
Midpoint
0.1¢
Liquidity
$3K
Order Flow
Total Trades
1,000
Avg Trade Size
60
Median Trade Size
7
Max Trade Size
8,095
Buy Trades
870
Sell Trades
130
Buy / Sell Ratio87.0% / 13.0%