Market Microstructure
S&P 500 (SPY) closes above $720 on May 4? →Spread Analysis
Best Bid
—
Best Ask
0.1¢
Spread
—
Spread %
—
Midpoint
—
Liquidity
$262K
Order Flow
Total Trades
1,000
Avg Trade Size
120
Median Trade Size
8
Max Trade Size
33,518
Buy Trades
786
Sell Trades
214
Buy / Sell Ratio78.6% / 21.4%