Market Microstructure
Will Nasdaq 100 (NDX) hit 19350 (LOW) in March? →Spread Analysis
Best Bid
0.5¢
Best Ask
1.1¢
Spread
0.60¢
Spread %
75.00%
Midpoint
0.8¢
Liquidity
$7K
Order Flow
Total Trades
1,000
Avg Trade Size
59
Median Trade Size
8
Max Trade Size
7,888
Buy Trades
872
Sell Trades
128
Buy / Sell Ratio87.2% / 12.8%