Market Microstructure
Will S&P 500 (SPY) hit (LOW) $700 in May? →Spread Analysis
Best Bid
0.3¢
Best Ask
0.9¢
Spread
0.60¢
Spread %
100.00%
Midpoint
0.6¢
Liquidity
$7K
Order Flow
Total Trades
1,000
Avg Trade Size
42
Median Trade Size
6
Max Trade Size
4,391
Buy Trades
882
Sell Trades
118
Buy / Sell Ratio88.2% / 11.8%