Market Microstructure
S&P 500 (SPX) Opens Up or Down on April 6? →Spread Analysis
Best Bid
42.0¢
Best Ask
43.0¢
Spread
1.00¢
Spread %
2.35%
Midpoint
42.5¢
Liquidity
$15K
Order Flow
Total Trades
1,000
Avg Trade Size
170
Median Trade Size
9
Max Trade Size
12,890
Buy Trades
794
Sell Trades
206
Buy / Sell Ratio79.4% / 20.6%