microstructure

Bid Size

Bid size is the quantity of shares or contracts that buyers are willing to purchase at the current bid price shown on an exchange’s order book. It reflects the immediate liquidity available at the bid and the depth of the buy side across price levels.

Example: Example: A stock shows a bid price of $50.10 with a bid size of 2,000 shares, indicating buyers are willing to purchase up to 2,000 shares at that price.

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