Market Microstructure
Andy Burnham becomes an MP by June 30? →Spread Analysis
Best Bid
69.0¢
Best Ask
72.0¢
Spread
3.00¢
Spread %
4.26%
Midpoint
70.5¢
Liquidity
$11K
Order Flow
Total Trades
1,000
Avg Trade Size
83
Median Trade Size
8
Max Trade Size
15,000
Buy Trades
879
Sell Trades
121
Buy / Sell Ratio87.9% / 12.1%