Market Microstructure
S&P 500 all time high by March 31, 2026? →Spread Analysis
Best Bid
0.2¢
Best Ask
0.3¢
Spread
0.10¢
Spread %
40.00%
Midpoint
0.3¢
Liquidity
$14K
Order Flow
Total Trades
1,000
Avg Trade Size
74
Median Trade Size
10
Max Trade Size
6,050
Buy Trades
812
Sell Trades
188
Buy / Sell Ratio81.2% / 18.8%