Market Microstructure
S&P 500 (SPX) Opens Up or Down on April 28? →Spread Analysis
Best Bid
0.7¢
Best Ask
1.0¢
Spread
0.30¢
Spread %
35.29%
Midpoint
0.9¢
Liquidity
$3K
Order Flow
Total Trades
1,000
Avg Trade Size
40
Median Trade Size
7
Max Trade Size
4,817
Buy Trades
934
Sell Trades
66
Buy / Sell Ratio93.4% / 6.6%