Market Microstructure
SPY (SPY) Up or Down on April 21? →Spread Analysis
Best Bid
21.0¢
Best Ask
25.0¢
Spread
4.00¢
Spread %
17.39%
Midpoint
23.0¢
Liquidity
$5K
Order Flow
Total Trades
1,000
Avg Trade Size
24
Median Trade Size
7
Max Trade Size
2,088
Buy Trades
827
Sell Trades
173
Buy / Sell Ratio82.7% / 17.3%