Market Microstructure
S&P 500 (SPX) Up or Down on January 14? →Spread Analysis
Best Bid
—
Best Ask
0.1¢
Spread
—
Spread %
—
Midpoint
—
Liquidity
$0
Order Flow
Total Trades
1,000
Avg Trade Size
59
Median Trade Size
7
Max Trade Size
6,321
Buy Trades
874
Sell Trades
126
Buy / Sell Ratio87.4% / 12.6%