Market orders represent immediate urgency and "move" the market by consuming the liquidity provided by resting limit orders.

– The gap between what buyers are willing to pay and what sellers demand. Spread widening often indicates uncertainty or risk, while narrowing suggests liquidity and confidence.

: The method prioritizes understanding why a price moves (the "flow" of orders) rather than how it moves on a chart, allowing traders to see market sentiment in its rawest form. Why Order Flow? Order Flow Trading for Fun and Profit - Daemon Goldsmith

: These "consume" liquidity. When a market order is placed, it hits the best available limit order. Prices only move when all limit orders at a specific level are exhausted. Key Mechanics of Order Flow