Market Microstructure
Russell 2000 (RUT) Up or Down on April 24? →Spread Analysis
Best Bid
99.9¢
Best Ask
100.0¢
Spread
0.10¢
Spread %
0.10%
Midpoint
100.0¢
Liquidity
$29K
Order Flow
Total Trades
1,000
Avg Trade Size
176
Median Trade Size
7
Max Trade Size
64,259
Buy Trades
780
Sell Trades
220
Buy / Sell Ratio78.0% / 22.0%