Market Microstructure
S&P 500 (SPX) Up or Down on December 23? →Spread Analysis
Best Bid
99.9¢
Best Ask
100.0¢
Spread
0.10¢
Spread %
0.10%
Midpoint
100.0¢
Liquidity
$0
Order Flow
Total Trades
1,000
Avg Trade Size
31
Median Trade Size
6
Max Trade Size
2,029
Buy Trades
864
Sell Trades
136
Buy / Sell Ratio86.4% / 13.6%