Market Microstructure
Will the highest temperature in Toronto be 9°C or below on May 6? →Spread Analysis
Best Bid
99.8¢
Best Ask
99.9¢
Spread
0.10¢
Spread %
0.10%
Midpoint
99.8¢
Liquidity
$1K
Order Flow
Total Trades
1,000
Avg Trade Size
80
Median Trade Size
8
Max Trade Size
14,909
Buy Trades
795
Sell Trades
205
Buy / Sell Ratio79.5% / 20.5%