Market Microstructure
SPY (SPY) Up or Down on May 28? →Spread Analysis
Best Bid
45.0¢
Best Ask
48.0¢
Spread
3.00¢
Spread %
6.45%
Midpoint
46.5¢
Liquidity
$22K
Order Flow
Total Trades
1,000
Avg Trade Size
55
Median Trade Size
9
Max Trade Size
4,628
Buy Trades
829
Sell Trades
171
Buy / Sell Ratio82.9% / 17.1%