Market Microstructure
S&P 500 (SPX) Up or Down on February 2? →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
87
Median Trade Size
10
Max Trade Size
9,829
Buy Trades
831
Sell Trades
169
Buy / Sell Ratio83.1% / 16.9%