Market Microstructure
S&P 500 (SPX) Up or Down on November 13? →Spread Analysis
Best Bid
—
Best Ask
0.1¢
Spread
—
Spread %
—
Midpoint
—
Liquidity
$0
Order Flow
Total Trades
1,000
Avg Trade Size
142
Median Trade Size
14
Max Trade Size
10,864
Buy Trades
602
Sell Trades
398
Buy / Sell Ratio60.2% / 39.8%