Market Microstructure
Will Crude Oil (CL) settle at $90+ in March? →Spread Analysis
Best Bid
79.3¢
Best Ask
92.3¢
Spread
13.00¢
Spread %
15.15%
Midpoint
85.8¢
Liquidity
$10K
Order Flow
Total Trades
1,000
Avg Trade Size
91
Median Trade Size
12
Max Trade Size
5,000
Buy Trades
780
Sell Trades
220
Buy / Sell Ratio78.0% / 22.0%