Market Microstructure
Will S&P 500 (SPY) hit (LOW) $710 Week of May 4 2026? →Spread Analysis
Best Bid
2.4¢
Best Ask
3.8¢
Spread
1.40¢
Spread %
45.16%
Midpoint
3.1¢
Liquidity
$9K
Order Flow
Total Trades
1,000
Avg Trade Size
32
Median Trade Size
7
Max Trade Size
2,647
Buy Trades
865
Sell Trades
135
Buy / Sell Ratio86.5% / 13.5%