Market Microstructure
S&P 500 (SPX) Up or Down on April 30? →Spread Analysis
Best Bid
49.0¢
Best Ask
50.0¢
Spread
1.00¢
Spread %
2.02%
Midpoint
49.5¢
Liquidity
$16K
Order Flow
Total Trades
1,000
Avg Trade Size
44
Median Trade Size
7
Max Trade Size
2,075
Buy Trades
808
Sell Trades
192
Buy / Sell Ratio80.8% / 19.2%