Market Microstructure
SPY (SPY) Up or Down on April 23? →Spread Analysis
Best Bid
45.0¢
Best Ask
48.0¢
Spread
3.00¢
Spread %
6.45%
Midpoint
46.5¢
Liquidity
$5K
Order Flow
Total Trades
1,000
Avg Trade Size
90
Median Trade Size
10
Max Trade Size
7,400
Buy Trades
825
Sell Trades
175
Buy / Sell Ratio82.5% / 17.5%