Market Microstructure
Will S&P 500 (SPY) hit (LOW) $690 in May? →Spread Analysis
Best Bid
0.1¢
Best Ask
0.5¢
Spread
0.40¢
Spread %
133.33%
Midpoint
0.3¢
Liquidity
$6K
Order Flow
Total Trades
1,000
Avg Trade Size
25
Median Trade Size
8
Max Trade Size
856
Buy Trades
830
Sell Trades
170
Buy / Sell Ratio83.0% / 17.0%