Market Microstructure
S&P 500 (SPX) Up or Down on April 27? →Spread Analysis
Best Bid
54.0¢
Best Ask
55.0¢
Spread
1.00¢
Spread %
1.83%
Midpoint
54.5¢
Liquidity
$27K
Order Flow
Total Trades
1,000
Avg Trade Size
90
Median Trade Size
10
Max Trade Size
7,400
Buy Trades
825
Sell Trades
175
Buy / Sell Ratio82.5% / 17.5%