Market Microstructure
S&P 500 (SPX) Up or Down on January 8? →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
101
Median Trade Size
9
Max Trade Size
17,108
Buy Trades
855
Sell Trades
145
Buy / Sell Ratio85.5% / 14.5%