Market Microstructure
SPY (SPY) Up or Down on April 28? →Spread Analysis
Best Bid
17.0¢
Best Ask
20.0¢
Spread
3.00¢
Spread %
16.22%
Midpoint
18.5¢
Liquidity
$1K
Order Flow
Total Trades
1,000
Avg Trade Size
22
Median Trade Size
8
Max Trade Size
607
Buy Trades
909
Sell Trades
91
Buy / Sell Ratio90.9% / 9.1%