Live Market Microstructure
High-frequency order flow simulation & Level 2 depth
Live Direct
Last Trade Price
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Bid-Ask Spread The gap between the best buy and sell price — a direct cost of trading. Tighter = more liquid. Details →
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Trade Velocity (1m)
0.0
t/s
Trades in last 60s: 0
Trade Flow Imbalance
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Buy: 50% · Sell: 50%
VWAP Distance
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Price vs session VWAP
Cumulative Volume
0
Total shares traded this session
Trades Feed
0.0 t/sLevel 2 Depth (Order Book) The ladder of resting buy (bid) and sell (ask) orders at each price, by size. Details →
Bids
Asks
50.0%
Order Book Imbalance
The tilt between total resting bid size and ask size. A heavy side hints at near-term pressure.
Details →
50.0%
Mid / Spread
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·
$-- (--%)
Liquidity Analytics
Mid Price
The midpoint between the best bid and best ask — a cleaner 'fair' price than the last trade.
Details →
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Spread Width
The gap between the best buy and sell price — a direct cost of trading. Tighter = more liquid.
Details →
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Bids Depth
Cumulative resting size on each side as you walk away from the mid — how much price would move to fill a big order.
Details →
(15 levels)
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Asks Depth
Cumulative resting size on each side as you walk away from the mid — how much price would move to fill a big order.
Details →
(15 levels)
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Rolling Trades Count
0