Rolling Bid-Ask Spread Estimation

Quantify trading frictions across timeframes in real-time

Understand Market Liquidity in Real-Time

This tool visualizes the evolution of bid-ask spreads across daily, hourly, and minute-level data for stocks and crypto coins.

Built on Academic-Grade Estimation

The estimator integrates the latest methodology from peer-reviewed finance research. It leverages OHLC prices, trade direction logic, and GMM optimization to provide a statistically robust estimate of effective spreads

Visualize Price, Volume, Volatility, and Spread Together

Each chart includes synchronized plots of close price, volume, rolling volatility, and the computed spread bands. Interactive expanders give deeper insights, including lag analysis and correlation dynamics between volume, volatility, and spread.

Key Features

Multi-Timeframe Analysis: Visualize spreads across daily, hourly, and minute-level data in real time.
Built-In Exploratory Tools: Expandable sections show lagged correlations and scatter relationships for deeper pattern recognition.
Fully Customizable Inputs: Choose any ticker, date range, and resolution to tailor your analysis to the asset and time horizon that matters most.
Clear Methodology Backing: Includes a concise explanation of the approach, with links to peer-reviewed research.
Broad Market Coverage: Analyze stocks, ETFs, and crypto assets.

70,000+ Assets

Driving Analytics for Retail Investors

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Monthly

$8/month

Annual

$75/Year

All the Benefits of the Monthly Subscription
Unlimited Access to Nueral Trade
Unlimited Access to Investment Tools
Full Integration with Real-Time Market Data
Research and Due Diligence Reports
Content Assistant and Teaching Chatbot
Advisory and Consultation Sessions
Real-time Market Dashboards
Early access to new features and updates
Exclusive Investment Webinars
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