Market Microstructure
SPY (SPY) Up or Down on April 30? →Spread Analysis
Best Bid
47.0¢
Best Ask
50.0¢
Spread
3.00¢
Spread %
6.19%
Midpoint
48.5¢
Liquidity
$20K
Order Flow
Total Trades
1,000
Avg Trade Size
47
Median Trade Size
10
Max Trade Size
1,833
Buy Trades
779
Sell Trades
221
Buy / Sell Ratio77.9% / 22.1%