Market Microstructure
WTI Crude Oil (WTI) Up or Down on May 12? →Spread Analysis
Best Bid
95.0¢
Best Ask
96.0¢
Spread
1.00¢
Spread %
1.05%
Midpoint
95.5¢
Liquidity
$33K
Order Flow
Total Trades
1,000
Avg Trade Size
34
Median Trade Size
8
Max Trade Size
1,232
Buy Trades
896
Sell Trades
104
Buy / Sell Ratio89.6% / 10.4%