Market Microstructure
Will S&P 500 (SPY) hit (HIGH) $780 in May? →Spread Analysis
Best Bid
0.9¢
Best Ask
1.0¢
Spread
0.10¢
Spread %
10.53%
Midpoint
0.9¢
Liquidity
$12K
Order Flow
Total Trades
1,000
Avg Trade Size
120
Median Trade Size
8
Max Trade Size
33,518
Buy Trades
786
Sell Trades
214
Buy / Sell Ratio78.6% / 21.4%