Market Microstructure
Will S&P 500 (SPY) hit (LOW) $730 Week of May 11 2026? →Spread Analysis
Best Bid
2.3¢
Best Ask
2.4¢
Spread
0.10¢
Spread %
4.26%
Midpoint
2.4¢
Liquidity
$3K
Order Flow
Total Trades
1,000
Avg Trade Size
126
Median Trade Size
10
Max Trade Size
10,217
Buy Trades
852
Sell Trades
148
Buy / Sell Ratio85.2% / 14.8%