Market Microstructure
SPY (SPY) Up or Down on April 27? →Spread Analysis
Best Bid
54.0¢
Best Ask
57.0¢
Spread
3.00¢
Spread %
5.41%
Midpoint
55.5¢
Liquidity
$4K
Order Flow
Total Trades
1,000
Avg Trade Size
54
Median Trade Size
8
Max Trade Size
13,554
Buy Trades
867
Sell Trades
133
Buy / Sell Ratio86.7% / 13.3%