Market Microstructure
S&P 500 (SPX) Up or Down on April 28? →Spread Analysis
Best Bid
14.0¢
Best Ask
17.0¢
Spread
3.00¢
Spread %
19.35%
Midpoint
15.5¢
Liquidity
$4K
Order Flow
Total Trades
1,000
Avg Trade Size
74
Median Trade Size
8
Max Trade Size
16,789
Buy Trades
857
Sell Trades
143
Buy / Sell Ratio85.7% / 14.3%