Market Microstructure
SPY (SPY) Up or Down on April 24? →Spread Analysis
Best Bid
99.9¢
Best Ask
100.0¢
Spread
0.10¢
Spread %
0.10%
Midpoint
100.0¢
Liquidity
$64K
Order Flow
Total Trades
1,000
Avg Trade Size
31
Median Trade Size
6
Max Trade Size
1,807
Buy Trades
858
Sell Trades
142
Buy / Sell Ratio85.8% / 14.2%