Market Microstructure
S&P 500 (SPX) Up or Down on January 29? →Spread Analysis
Best Bid
—
Best Ask
0.1¢
Spread
—
Spread %
—
Midpoint
—
Liquidity
$0
Order Flow
Total Trades
1,000
Avg Trade Size
91
Median Trade Size
12
Max Trade Size
5,000
Buy Trades
780
Sell Trades
220
Buy / Sell Ratio78.0% / 22.0%