Market Microstructure
S&P 500 (SPX) Opens Up or Down on February 9? →Spread Analysis
Best Bid
—
Best Ask
0.1¢
Spread
—
Spread %
—
Midpoint
—
Liquidity
$0
Order Flow
Total Trades
1,000
Avg Trade Size
79
Median Trade Size
10
Max Trade Size
7,448
Buy Trades
826
Sell Trades
174
Buy / Sell Ratio82.6% / 17.4%