Market Microstructure
Will S&P 500 (SPX) hit $5,000 (LOW) in March 2026? →Spread Analysis
Best Bid
0.2¢
Best Ask
0.3¢
Spread
0.10¢
Spread %
40.00%
Midpoint
0.3¢
Liquidity
$55K
Order Flow
Total Trades
1,000
Avg Trade Size
67
Median Trade Size
10
Max Trade Size
8,163
Buy Trades
853
Sell Trades
147
Buy / Sell Ratio85.3% / 14.7%