Market Microstructure
S&P 500 (SPX) Up or Down on January 20? →Spread Analysis
Best Bid
—
Best Ask
0.1¢
Spread
—
Spread %
—
Midpoint
—
Liquidity
$0
Order Flow
Total Trades
1,000
Avg Trade Size
110
Median Trade Size
10
Max Trade Size
14,286
Buy Trades
827
Sell Trades
173
Buy / Sell Ratio82.7% / 17.3%