Market Microstructure
SPY (SPY) Up or Down on April 16? →Spread Analysis
Best Bid
61.0¢
Best Ask
63.0¢
Spread
2.00¢
Spread %
3.23%
Midpoint
62.0¢
Liquidity
$12K
Order Flow
Total Trades
1,000
Avg Trade Size
159
Median Trade Size
9
Max Trade Size
38,998
Buy Trades
895
Sell Trades
105
Buy / Sell Ratio89.5% / 10.5%